+606.9%
GEV vs TE
+205.3%
+401.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.9% | -2.1% |
| 7D | -1.9% | +0.9% | -2.8% | -2.0% |
| 30D | -8.7% | -16.3% | +7.6% | -7.2% |
| 3M | +6.6% | -40.8% | +47.4% | +11.5% |
| 6M | +10.2% | -42.6% | +52.8% | +13.7% |
| YTD | +41.6% | -31.4% | +73.1% | +42.7% |
| 1Y | +43.9% | +144.9% | -101.0% | +24.6% |
| All | +606.9% | +205.3% | +401.6% | +480.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling