+87.7%
F vs TE
-76.6%
+164.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.9% |
| 7D | -0.6% | -10.5% | +9.9% | +0.1% |
| 30D | +2.9% | -32.4% | +35.3% | +5.8% |
| 3M | -9.5% | -60.9% | +51.4% | -3.0% |
| 6M | +4.0% | -62.8% | +66.8% | +9.2% |
| YTD | -1.3% | -65.7% | +64.5% | +1.9% |
| 1Y | -1.9% | -39.9% | +38.0% | -6.1% |
| 3Y | +53.5% | +10.6% | +42.9% | +15.4% |
| 5Y | -15.1% | -79.7% | +64.5% | -19.2% |
| All | +87.7% | -76.6% | +164.3% | +74.0% |
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