+46.2%
EXC vs TE
-41.1%
+87.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.0% | -9.3% | +0.7% |
| 7D | +1.2% | +18.2% | -17.0% | +1.1% |
| 30D | -2.7% | -13.5% | +10.8% | -2.7% |
| 3M | -1.0% | -44.6% | +43.6% | -0.7% |
| 6M | -9.3% | -24.7% | +15.4% | -9.5% |
| YTD | +3.6% | -24.3% | +27.9% | +3.2% |
| 1Y | +5.9% | +155.6% | -149.6% | +3.4% |
| 3Y | +21.3% | -18.3% | +39.5% | +21.7% |
| 5Y | +46.2% | -41.3% | +87.5% | +47.7% |
| All | +46.2% | -41.1% | +87.3% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling