+56.1%
B vs TE
+145.5%
-89.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.4% |
| 7D | +1.0% | +15.0% | -13.9% | -0.4% |
| 30D | +9.5% | -7.5% | +17.0% | +10.0% |
| 3M | +14.3% | -42.0% | +56.3% | +18.9% |
| 6M | -1.9% | -31.4% | +29.5% | -0.1% |
| YTD | +4.1% | -26.5% | +30.6% | +5.0% |
| 1Y | +56.1% | +153.1% | -97.0% | +48.3% |
| All | +56.1% | +145.5% | -89.4% | +48.3% |
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