| category |
tradeDate |
cost |
risk_exposure |
unexplained |
Total |
cum_Total |
tilt_total |
alpha_total |
| 0 |
2025-07-31 |
-0.0148 |
0.0009 |
-0.0451 |
-0.0234 |
-0.0923 |
0.0038 |
0.0318 |
| 1 |
2025-06-30 |
-0.0158 |
0.0008 |
-0.0403 |
-0.0285 |
-0.0689 |
0.0021 |
0.0247 |
| 2 |
2025-05-31 |
-0.0178 |
0.0008 |
-0.0227 |
0.0018 |
-0.0404 |
0.0074 |
0.0341 |
| 3 |
2025-04-30 |
-0.0185 |
-0.0022 |
-0.0368 |
-0.0105 |
-0.0422 |
0.0109 |
0.0361 |
| 4 |
2025-03-31 |
-0.0185 |
-0.0035 |
-0.0270 |
0.0547 |
-0.0317 |
0.0230 |
0.0807 |
| 5 |
2025-02-28 |
-0.0151 |
-0.0014 |
-0.0243 |
-0.0692 |
-0.0864 |
-0.0100 |
-0.0184 |
| 6 |
2025-01-31 |
-0.0175 |
0.0002 |
0.0215 |
0.0421 |
-0.0172 |
-0.0116 |
0.0495 |
| 7 |
2024-12-31 |
-0.0176 |
-0.0037 |
-0.0277 |
0.0290 |
-0.0593 |
0.0113 |
0.0667 |
| 8 |
2024-11-30 |
-0.0174 |
-0.0031 |
-0.0474 |
-0.0296 |
-0.0883 |
0.0035 |
0.0348 |
| 9 |
2024-10-31 |
-0.0204 |
0.0013 |
-0.0477 |
-0.0233 |
-0.0587 |
0.0040 |
0.0395 |
| 10 |
2024-09-30 |
-0.0059 |
0.0026 |
0.0082 |
-0.0354 |
-0.0354 |
-0.0180 |
-0.0223 |