+30.2%
EXC vs TE
-20.5%
+50.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.0% | 0.0% |
| 7D | -1.7% | -10.5% | +8.8% | -1.8% |
| 30D | +9.3% | -32.4% | +41.8% | +9.1% |
| 3M | +1.0% | -60.9% | +61.9% | +0.4% |
| 6M | +5.9% | -62.8% | +68.8% | +5.3% |
| YTD | +7.6% | -65.7% | +73.3% | +7.1% |
| 1Y | +2.4% | -39.9% | +42.3% | +1.9% |
| 3Y | +30.2% | +10.6% | +19.6% | +29.5% |
| All | +30.2% | -20.5% | +50.7% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling