+169.9%
B vs TE
-75.9%
+245.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.3% |
| 7D | +9.6% | -12.6% | +22.2% | +10.3% |
| 30D | +3.5% | -36.7% | +40.3% | +6.0% |
| 3M | -1.6% | -57.5% | +55.9% | +3.0% |
| 6M | -1.7% | -55.2% | +53.6% | +1.8% |
| YTD | -5.3% | -64.7% | +59.3% | -1.6% |
| 1Y | +27.2% | -35.9% | +63.1% | +27.9% |
| 3Y | +166.1% | -31.8% | +197.9% | +155.7% |
| 5Y | +136.5% | -79.4% | +215.9% | +136.3% |
| All | +169.9% | -75.9% | +245.7% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling