+25.3%
F vs TE
+153.0%
-127.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.0% | -14.2% | -4.2% |
| 7D | +1.2% | +18.2% | -17.1% | +1.2% |
| 30D | +1.2% | -13.5% | +14.7% | +1.1% |
| 3M | -5.7% | -44.6% | +38.9% | -5.4% |
| 6M | +17.9% | -24.7% | +42.6% | +19.1% |
| YTD | +10.4% | -24.3% | +34.7% | +11.8% |
| 1Y | +25.3% | +155.6% | -130.2% | +27.3% |
| All | +25.3% | +153.0% | -127.7% | +27.3% |
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