+119.2%
F vs TE
-53.0%
+172.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.3% |
| 7D | +5.3% | -4.0% | +9.3% | +5.7% |
| 30D | +4.6% | -15.9% | +20.5% | +5.9% |
| 3M | -3.7% | -60.5% | +56.9% | +3.0% |
| 6M | +16.8% | -35.2% | +52.0% | +16.9% |
| YTD | +15.3% | -31.1% | +46.4% | +13.1% |
| 1Y | +31.0% | +148.6% | -117.6% | +6.2% |
| 3Y | +45.4% | -26.4% | +71.8% | +26.6% |
| 5Y | +54.7% | -48.0% | +102.7% | +36.4% |
| All | +119.2% | -53.0% | +172.2% | +93.1% |
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