-7.3%
F vs TE
-55.7%
+48.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.5% | +4.7% | -2.8% |
| 7D | -3.9% | -13.6% | +9.7% | -3.7% |
| 30D | -0.5% | -37.7% | +37.2% | 0.0% |
| 3M | -12.9% | -59.8% | +46.9% | -12.3% |
| 6M | +1.5% | -66.3% | +67.9% | +3.3% |
| YTD | -5.0% | -70.5% | +65.5% | -3.6% |
| 1Y | -7.3% | -48.8% | +41.5% | -6.7% |
| All | -7.3% | -55.7% | +48.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling