| category |
tradeDate |
cost |
risk_exposure |
unexplained |
Total |
cum_Total |
tilt_total |
alpha_total |
| 0 |
2026-01-04 |
-0.0012 |
-0.0002 |
-0.0019 |
-0.0002 |
-0.2511 |
0.0001 |
0.0030 |
| 1 |
2025-12-28 |
-0.0029 |
0.0007 |
-0.0161 |
-0.0069 |
-0.2509 |
-0.0013 |
0.0127 |
| 2 |
2025-12-21 |
-0.0049 |
-0.0024 |
-0.0171 |
-0.0013 |
-0.2440 |
-0.0015 |
0.0246 |
| 3 |
2025-12-14 |
-0.0032 |
0.0003 |
0.0022 |
0.0095 |
-0.2427 |
0.0022 |
0.0080 |
| 4 |
2025-12-07 |
-0.0032 |
0.0001 |
-0.0245 |
0.0096 |
-0.2522 |
0.0095 |
0.0277 |
| 5 |
2025-11-30 |
-0.0031 |
0.0010 |
-0.0217 |
-0.0238 |
-0.2618 |
-0.0099 |
0.0099 |
| 6 |
2025-11-23 |
-0.0045 |
-0.0005 |
0.0094 |
0.0098 |
-0.2380 |
-0.0003 |
0.0057 |
| 7 |
2025-11-16 |
-0.0050 |
-0.0012 |
-0.0018 |
-0.0070 |
-0.2478 |
-0.0044 |
0.0054 |
| 8 |
2025-11-09 |
-0.0033 |
-0.0018 |
-0.0085 |
0.0098 |
-0.2408 |
0.0076 |
0.0158 |
| 9 |
2025-11-02 |
-0.0043 |
0.0007 |
-0.0059 |
-0.0016 |
-0.2506 |
-0.0039 |
0.0118 |
| 10 |
2025-10-26 |
-0.0034 |
0.0012 |
-0.0284 |
-0.0047 |
-0.2490 |
0.0071 |
0.0188 |
| 11 |
2025-10-19 |
-0.0047 |
-0.0028 |
-0.0023 |
-0.0195 |
-0.2443 |
-0.0140 |
0.0043 |
| 12 |
2025-10-12 |
-0.0048 |
-0.0026 |
-0.0008 |
0.0124 |
-0.2248 |
-0.0011 |
0.0217 |
| 13 |
2025-10-05 |
-0.0118 |
0.0016 |
-0.0132 |
-0.0212 |
-0.2372 |
0.0080 |
-0.0058 |
| 14 |
2025-09-28 |
-0.0085 |
-0.0010 |
-0.0379 |
-0.0447 |
-0.2160 |
0.0040 |
-0.0013 |
| 15 |
2025-09-21 |
-0.0032 |
0.0006 |
-0.0231 |
-0.0288 |
-0.1713 |
-0.0024 |
-0.0007 |
| 16 |
2025-09-14 |
-0.0036 |
0.0001 |
-0.0077 |
0.0046 |
-0.1425 |
0.0050 |
0.0108 |
| 17 |
2025-09-07 |
-0.0039 |
-0.0013 |
-0.0105 |
-0.0150 |
-0.1471 |
-0.0064 |
0.0071 |
| 18 |
2025-08-31 |
-0.0037 |
0.0000 |
-0.0169 |
-0.0044 |
-0.1321 |
-0.0040 |
0.0202 |
| 19 |
2025-08-24 |
-0.0039 |
-0.0001 |
-0.0009 |
-0.0121 |
-0.1277 |
-0.0003 |
-0.0069 |
| 20 |
2025-08-17 |
-0.0035 |
0.0009 |
-0.0133 |
-0.0173 |
-0.1156 |
0.0016 |
-0.0030 |
| 21 |
2025-08-10 |
-0.0035 |
-0.0001 |
-0.0057 |
-0.0094 |
-0.0983 |
-0.0040 |
0.0039 |
| 22 |
2025-08-03 |
-0.0032 |
-0.0004 |
-0.0078 |
0.0165 |
-0.0889 |
0.0100 |
0.0179 |
| 23 |
2025-07-27 |
-0.0032 |
0.0002 |
-0.0147 |
-0.0307 |
-0.1054 |
-0.0047 |
-0.0083 |
| 24 |
2025-07-20 |
-0.0033 |
0.0002 |
-0.0031 |
0.0042 |
-0.0747 |
0.0043 |
0.0061 |
| 25 |
2025-07-13 |
-0.0035 |
0.0002 |
-0.0103 |
-0.0058 |
-0.0789 |
0.0006 |
0.0072 |
| 26 |
2025-07-06 |
-0.0033 |
0.0007 |
-0.0032 |
-0.0025 |
-0.0731 |
-0.0031 |
0.0064 |
| 27 |
2025-06-29 |
-0.0036 |
0.0002 |
-0.0091 |
0.0035 |
-0.0706 |
0.0127 |
0.0033 |
| 28 |
2025-06-22 |
-0.0037 |
0.0002 |
-0.0014 |
-0.0101 |
-0.0741 |
-0.0135 |
0.0083 |
| 29 |
2025-06-15 |
-0.0036 |
-0.0002 |
-0.0178 |
-0.0085 |
-0.0640 |
-0.0003 |
0.0134 |
| 30 |
2025-06-08 |
-0.0037 |
0.0004 |
-0.0141 |
-0.0143 |
-0.0555 |
0.0021 |
0.0010 |
| 31 |
2025-06-01 |
-0.0038 |
0.0003 |
-0.0142 |
-0.0105 |
-0.0412 |
0.0003 |
0.0069 |
| 32 |
2025-05-25 |
-0.0037 |
-0.0000 |
-0.0088 |
-0.0021 |
-0.0307 |
0.0023 |
0.0081 |
| 33 |
2025-05-18 |
-0.0039 |
0.0004 |
-0.0087 |
0.0016 |
-0.0286 |
0.0043 |
0.0095 |
| 34 |
2025-05-11 |
-0.0051 |
-0.0000 |
0.0082 |
0.0153 |
-0.0302 |
0.0006 |
0.0116 |
| 35 |
2025-05-04 |
-0.0043 |
0.0003 |
-0.0104 |
-0.0120 |
-0.0455 |
0.0002 |
0.0022 |
| 36 |
2025-04-27 |
-0.0042 |
-0.0002 |
-0.0003 |
0.0063 |
-0.0335 |
0.0023 |
0.0087 |
| 37 |
2025-04-20 |
-0.0038 |
-0.0017 |
-0.0138 |
-0.0028 |
-0.0398 |
0.0061 |
0.0104 |
| 38 |
2025-04-13 |
-0.0052 |
-0.0001 |
-0.0018 |
0.0094 |
-0.0370 |
-0.0002 |
0.0167 |
| 39 |
2025-04-06 |
-0.0037 |
-0.0006 |
-0.0135 |
-0.0031 |
-0.0464 |
0.0120 |
0.0027 |
| 40 |
2025-03-30 |
-0.0045 |
-0.0013 |
-0.0057 |
0.0231 |
-0.0433 |
0.0061 |
0.0285 |
| 41 |
2025-03-23 |
-0.0044 |
-0.0025 |
-0.0128 |
-0.0173 |
-0.0664 |
-0.0054 |
0.0078 |
| 42 |
2025-03-16 |
-0.0039 |
-0.0000 |
0.0049 |
0.0159 |
-0.0491 |
-0.0051 |
0.0200 |
| 43 |
2025-03-09 |
-0.0041 |
0.0003 |
-0.0097 |
0.0219 |
-0.0650 |
0.0176 |
0.0178 |
| 44 |
2025-03-02 |
-0.0037 |
-0.0017 |
0.0087 |
-0.0128 |
-0.0869 |
-0.0154 |
-0.0007 |
| 45 |
2025-02-23 |
-0.0036 |
0.0002 |
-0.0018 |
-0.0107 |
-0.0741 |
0.0027 |
-0.0082 |
| 46 |
2025-02-16 |
-0.0037 |
0.0001 |
-0.0150 |
-0.0294 |
-0.0634 |
-0.0040 |
-0.0068 |
| 47 |
2025-02-09 |
-0.0041 |
0.0000 |
-0.0163 |
-0.0167 |
-0.0340 |
0.0065 |
-0.0028 |
| 48 |
2025-02-02 |
-0.0036 |
-0.0009 |
0.0116 |
0.0122 |
-0.0173 |
-0.0003 |
0.0054 |
| 49 |
2025-01-26 |
-0.0041 |
0.0002 |
0.0050 |
0.0172 |
-0.0295 |
0.0012 |
0.0149 |
| 50 |
2025-01-19 |
-0.0042 |
0.0011 |
0.0064 |
0.0111 |
-0.0467 |
0.0022 |
0.0056 |
| 51 |
2025-01-12 |
-0.0038 |
0.0002 |
-0.0023 |
0.0058 |
-0.0578 |
-0.0031 |
0.0148 |
| 52 |
2025-01-05 |
-0.0036 |
-0.0011 |
-0.0011 |
-0.0085 |
-0.0636 |
-0.0134 |
0.0107 |
| 53 |
2024-12-29 |
-0.0038 |
-0.0012 |
-0.0090 |
0.0002 |
-0.0551 |
0.0010 |
0.0132 |
| 54 |
2024-12-22 |
-0.0037 |
-0.0008 |
-0.0097 |
0.0008 |
-0.0553 |
0.0038 |
0.0112 |
| 55 |
2024-12-15 |
-0.0045 |
-0.0003 |
-0.0063 |
0.0082 |
-0.0561 |
0.0023 |
0.0170 |
| 56 |
2024-12-08 |
-0.0039 |
-0.0007 |
-0.0008 |
0.0240 |
-0.0643 |
0.0059 |
0.0235 |
| 57 |
2024-12-01 |
-0.0042 |
0.0003 |
0.0027 |
0.0087 |
-0.0883 |
0.0057 |
0.0042 |
| 58 |
2024-11-24 |
-0.0043 |
-0.0015 |
-0.0187 |
-0.0206 |
-0.0970 |
-0.0051 |
0.0090 |
| 59 |
2024-11-17 |
-0.0039 |
-0.0039 |
-0.0162 |
-0.0285 |
-0.0764 |
-0.0054 |
0.0009 |
| 60 |
2024-11-10 |
-0.0046 |
0.0030 |
-0.0139 |
0.0012 |
-0.0479 |
0.0061 |
0.0106 |
| 61 |
2024-11-03 |
-0.0030 |
-0.0004 |
-0.0107 |
0.0015 |
-0.0491 |
0.0040 |
0.0116 |
| 62 |
2024-10-27 |
-0.0038 |
0.0010 |
-0.0104 |
-0.0181 |
-0.0506 |
-0.0061 |
0.0012 |
| 63 |
2024-10-20 |
-0.0044 |
0.0009 |
-0.0064 |
-0.0069 |
-0.0325 |
0.0047 |
-0.0017 |
| 64 |
2024-10-13 |
-0.0076 |
-0.0011 |
-0.0183 |
0.0049 |
-0.0256 |
-0.0017 |
0.0336 |
| 65 |
2024-10-06 |
-0.0041 |
0.0019 |
0.0009 |
-0.0021 |
-0.0305 |
0.0020 |
-0.0028 |
| 66 |
2024-09-29 |
-0.0032 |
0.0003 |
0.0015 |
-0.0308 |
-0.0284 |
-0.0155 |
-0.0139 |
| 67 |
2024-09-22 |
-0.0005 |
0.0002 |
0.0026 |
0.0024 |
0.0024 |
0.0009 |
-0.0008 |