+43.2%
TER vs XYZ
+19.9%
+23.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +15.3% | -22.1% | -8.1% |
| 7D | -19.9% | +16.5% | -36.4% | -21.1% |
| 30D | -43.5% | +15.0% | -58.5% | -44.3% |
| 3M | -37.8% | +3.5% | -41.3% | -37.7% |
| 6M | -25.6% | +21.9% | -47.4% | -28.3% |
| YTD | +29.8% | +34.6% | -4.8% | +24.6% |
| 1Y | +43.2% | +20.7% | +22.4% | +42.6% |
| All | +43.2% | +19.9% | +23.3% | +42.6% |
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