+76.0%
EXC vs TE
-78.2%
+154.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | -1.4% | -22.0% | +20.6% | -1.3% |
| 30D | +8.3% | -33.6% | +41.9% | +8.5% |
| 3M | +2.6% | -61.1% | +63.7% | +3.0% |
| 6M | +5.2% | -64.7% | +69.9% | +5.3% |
| YTD | +7.5% | -68.1% | +75.7% | +7.6% |
| 1Y | +3.2% | -51.7% | +54.9% | +2.5% |
| 3Y | +29.5% | +42.0% | -12.5% | +23.6% |
| 5Y | +39.7% | -80.8% | +120.5% | +40.5% |
| All | +76.0% | -78.2% | +154.3% | +88.2% |
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