+64.7%
CL vs TE
-76.6%
+141.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.4% |
| 7D | +0.5% | -10.5% | +11.1% | +0.4% |
| 30D | +11.6% | -32.4% | +44.0% | +10.9% |
| 3M | +5.6% | -60.9% | +66.5% | +4.2% |
| 6M | +13.2% | -62.8% | +76.0% | +11.8% |
| YTD | +26.9% | -65.7% | +92.6% | +25.6% |
| 1Y | +27.3% | -39.9% | +67.2% | +27.1% |
| 3Y | +39.7% | +10.6% | +29.1% | +42.9% |
| 5Y | +41.3% | -79.7% | +121.0% | +45.4% |
| All | +64.7% | -76.6% | +141.2% | +88.3% |
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 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