+196.7%
B vs TE
-49.8%
+246.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.3% |
| 7D | +1.0% | +15.0% | -13.9% | +0.2% |
| 30D | +9.5% | -7.5% | +17.0% | +9.8% |
| 3M | +14.3% | -42.0% | +56.3% | +17.0% |
| 6M | -1.9% | -31.4% | +29.5% | -1.3% |
| YTD | +4.1% | -26.5% | +30.6% | +4.0% |
| 1Y | +56.1% | +153.1% | -97.0% | +46.1% |
| 3Y | +202.0% | -20.7% | +222.7% | +187.4% |
| 5Y | +158.8% | -45.4% | +204.2% | +149.5% |
| All | +196.7% | -49.8% | +246.5% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling