+119.4%
C vs TE
-53.0%
+172.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +3.6% | -4.0% | +7.6% | +3.9% |
| 30D | +0.1% | -15.9% | +16.0% | +1.2% |
| 3M | +2.4% | -60.5% | +63.0% | +8.7% |
| 6M | +24.9% | -35.2% | +60.1% | +25.4% |
| YTD | +19.8% | -31.1% | +50.9% | +18.7% |
| 1Y | +44.9% | +148.6% | -103.8% | +25.5% |
| 3Y | +263.0% | -26.4% | +289.4% | +221.4% |
| 5Y | +129.5% | -48.0% | +177.5% | +101.7% |
| All | +119.4% | -53.0% | +172.4% | +89.6% |
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