+197.7%
B vs TE
-53.0%
+250.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.4% |
| 30D | +9.4% | -15.9% | +25.3% | +10.4% |
| 3M | +5.0% | -60.5% | +65.5% | +9.8% |
| 6M | -3.5% | -35.2% | +31.7% | -2.6% |
| YTD | +4.5% | -31.1% | +35.6% | +4.8% |
| 1Y | +67.8% | +148.6% | -80.9% | +57.4% |
| 3Y | +196.7% | -26.4% | +223.1% | +183.7% |
| 5Y | +151.9% | -48.0% | +200.0% | +144.0% |
| All | +197.7% | -53.0% | +250.7% | +198.8% |
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