+1,756.6%
TER vs XYZ
+638.9%
+1,117.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | -8.3% | -1.7% | -6.6% | -8.0% |
| 3M | -12.2% | +16.7% | -29.0% | -17.1% |
| 6M | +17.1% | +26.9% | -9.8% | +7.0% |
| YTD | +84.7% | +27.1% | +57.5% | +66.0% |
| 1Y | +199.9% | +9.3% | +190.7% | +181.8% |
| 3Y | +232.8% | +42.3% | +190.5% | +168.3% |
| 5Y | +198.6% | -69.3% | +267.9% | +259.1% |
| 10Y | +1,669.7% | +586.8% | +1,082.9% | +868.3% |
| All | +1,756.6% | +638.9% | +1,117.7% | +863.6% |
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 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