+67.8%
B vs TE
+132.3%
-64.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.2% |
| 30D | +9.4% | -15.9% | +25.3% | +11.1% |
| 3M | +5.0% | -60.5% | +65.5% | +13.1% |
| 6M | -3.5% | -35.2% | +31.7% | -1.1% |
| YTD | +4.5% | -31.1% | +35.6% | +6.1% |
| 1Y | +67.8% | +148.6% | -80.9% | +57.1% |
| All | +67.8% | +132.3% | -64.5% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling