+164.1%
B vs TE
-78.8%
+242.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.6% | +3.5% | -5.5% |
| 7D | +7.1% | -26.9% | +34.0% | +9.0% |
| 30D | -3.3% | -38.9% | +35.6% | -0.8% |
| 3M | -2.5% | -61.0% | +58.5% | +2.5% |
| 6M | -7.2% | -66.4% | +59.2% | -2.4% |
| YTD | -7.4% | -69.0% | +61.7% | -2.9% |
| 1Y | +16.4% | -54.0% | +70.4% | +19.0% |
| 3Y | +178.7% | +38.0% | +140.7% | +161.2% |
| 5Y | +121.7% | -81.0% | +202.7% | +123.5% |
| All | +164.1% | -78.8% | +242.9% | +176.7% |
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