+68.4%
EXC vs TE
-53.0%
+121.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | +0.3% | -4.0% | +4.3% | +0.3% |
| 30D | -3.7% | -15.9% | +12.2% | -3.7% |
| 3M | -1.3% | -60.5% | +59.3% | -0.8% |
| 6M | -9.7% | -35.2% | +25.5% | -9.8% |
| YTD | +2.9% | -31.1% | +34.0% | +2.6% |
| 1Y | +4.4% | +148.6% | -144.3% | +2.0% |
| 3Y | +22.2% | -26.4% | +48.6% | +22.0% |
| 5Y | +46.7% | -48.0% | +94.7% | +47.1% |
| All | +68.4% | -53.0% | +121.4% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling