+57.7%
GEV vs TE
+132.3%
-74.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +3.3% | -4.0% | +7.3% | +3.7% |
| 30D | -7.5% | -15.9% | +8.4% | -6.1% |
| 3M | -2.2% | -60.5% | +58.4% | +4.7% |
| 6M | +12.1% | -35.2% | +47.3% | +15.5% |
| YTD | +44.4% | -31.1% | +75.5% | +48.4% |
| 1Y | +57.7% | +148.6% | -91.0% | +68.6% |
| All | +57.7% | +132.3% | -74.7% | +68.6% |
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