+199.8%
TER vs XYZ
+9.3%
+190.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.6% |
| 7D | +0.6% | -1.0% | +1.5% | +0.7% |
| 30D | -8.3% | -1.7% | -6.6% | -8.1% |
| 3M | -12.2% | +16.7% | -29.0% | -15.1% |
| 6M | +17.0% | +26.9% | -9.8% | +10.7% |
| YTD | +84.6% | +27.1% | +57.5% | +77.0% |
| 1Y | +199.8% | +9.3% | +190.6% | +197.0% |
| All | +199.8% | +9.3% | +190.5% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling