+1,197.7%
TER vs XYZ
+655.2%
+542.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.3% |
| 7D | +14.4% | -1.1% | +15.4% | +14.7% |
| 30D | -30.6% | +11.5% | -42.1% | -33.5% |
| 3M | -39.2% | +1.8% | -41.0% | -40.2% |
| 6M | -31.3% | +21.2% | -52.5% | -36.7% |
| YTD | +29.1% | +29.9% | -0.9% | +14.1% |
| 1Y | +47.4% | +35.8% | +11.7% | +28.0% |
| 3Y | +191.2% | +62.6% | +128.6% | +123.7% |
| 5Y | +74.0% | -62.8% | +136.8% | +95.0% |
| 10Y | +1,005.1% | +612.0% | +393.1% | +493.9% |
| All | +1,197.7% | +655.2% | +542.5% | +562.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling