+25.7%
C vs TE
-49.1%
+74.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | +4.2% | -19.1% | +23.2% | +5.7% |
| 30D | +2.0% | -34.1% | +36.1% | +4.7% |
| 3M | -10.1% | -60.1% | +50.0% | -4.7% |
| 6M | +1.0% | -66.0% | +66.9% | +6.6% |
| YTD | +8.5% | -71.4% | +79.9% | +15.3% |
| 1Y | +25.7% | -45.3% | +71.0% | +31.1% |
| All | +25.7% | -49.1% | +74.8% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling