+228.2%
TER vs XYZ
-69.0%
+297.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +12.4% | -3.7% | +16.1% | +13.6% |
| 30D | +5.1% | +0.5% | +4.6% | +4.6% |
| 3M | +4.0% | +16.3% | -12.3% | -1.9% |
| 6M | +29.5% | +21.1% | +8.4% | +20.1% |
| YTD | +98.5% | +22.0% | +76.5% | +80.8% |
| 1Y | +234.1% | +5.2% | +228.9% | +218.0% |
| 3Y | +289.0% | +49.6% | +239.4% | +205.5% |
| 5Y | +228.2% | -68.4% | +296.6% | +306.7% |
| All | +228.2% | -69.0% | +297.2% | +306.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling