+2,002.8%
BE vs TE
-80.5%
+2,083.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.1% |
| 7D | +10.8% | -19.1% | +29.9% | +17.2% |
| 30D | -19.8% | -34.1% | +14.4% | -10.4% |
| 3M | -18.7% | -60.1% | +41.4% | +3.3% |
| 6M | -33.7% | -66.0% | +32.2% | -14.5% |
| YTD | +121.0% | -71.4% | +192.4% | +189.0% |
| 1Y | +85.4% | -45.3% | +130.7% | +107.3% |
| 3Y | +1,709.5% | +9.1% | +1,700.4% | +1,125.1% |
| 5Y | +462.2% | -82.6% | +544.8% | +605.4% |
| All | +2,002.8% | -80.5% | +2,083.3% | +2,751.2% |
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