+277.2%
TER vs XYZ
+43.0%
+234.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +5.1% |
| 7D | +11.0% | +2.9% | +8.1% | +9.9% |
| 30D | -1.9% | +1.4% | -3.3% | -2.5% |
| 3M | -0.7% | +14.6% | -15.2% | -5.3% |
| 6M | +36.4% | +20.8% | +15.6% | +27.3% |
| YTD | +92.4% | +23.1% | +69.4% | +77.0% |
| 1Y | +213.5% | +5.6% | +207.9% | +201.1% |
| 3Y | +277.2% | +50.9% | +226.3% | +193.5% |
| All | +277.2% | +43.0% | +234.2% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling