+67.5%
EXC vs TE
-53.2%
+120.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.7% |
| 7D | -1.6% | +0.9% | -2.5% | -1.6% |
| 30D | -2.4% | -16.3% | +13.9% | -2.3% |
| 3M | -4.0% | -40.8% | +36.8% | -3.8% |
| 6M | -9.8% | -42.6% | +32.8% | -9.8% |
| YTD | +2.3% | -31.4% | +33.7% | +2.0% |
| 1Y | +3.8% | +144.9% | -141.1% | +1.4% |
| 3Y | +19.7% | -26.0% | +45.8% | +19.5% |
| 5Y | +45.6% | -48.5% | +94.1% | +45.9% |
| All | +67.5% | -53.2% | +120.6% | +78.5% |
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