+131.6%
C vs TE
-41.1%
+172.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.7% | -1.5% |
| 7D | +3.2% | +18.2% | -15.1% | +1.8% |
| 30D | +1.3% | -13.5% | +14.8% | +2.2% |
| 3M | +3.1% | -44.6% | +47.7% | +6.6% |
| 6M | +29.6% | -24.7% | +54.3% | +28.5% |
| YTD | +19.0% | -24.3% | +43.2% | +16.9% |
| 1Y | +45.6% | +155.6% | -109.9% | +25.8% |
| 3Y | +269.3% | -18.3% | +287.5% | +225.3% |
| 5Y | +131.6% | -41.3% | +172.9% | +98.3% |
| All | +131.6% | -41.1% | +172.7% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling