+95.9%
C vs TE
-78.8%
+174.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.9% | +1.0% |
| 7D | -0.4% | -26.9% | +26.5% | +2.0% |
| 30D | -5.2% | -38.9% | +33.8% | -1.8% |
| 3M | -9.1% | -61.0% | +51.9% | -2.9% |
| 6M | -1.6% | -66.4% | +64.8% | +4.3% |
| YTD | +6.9% | -69.0% | +76.0% | +12.2% |
| 1Y | +23.0% | -54.0% | +77.0% | +23.8% |
| 3Y | +216.1% | +38.0% | +178.1% | +160.3% |
| 5Y | +112.2% | -81.0% | +193.2% | +100.8% |
| All | +95.9% | -78.8% | +174.7% | +79.2% |
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