+632.4%
GEV vs TE
+207.3%
+425.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +3.0% | +3.5% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -7.9% | -5.9% | -2.0% | -7.5% |
| 3M | +5.6% | -45.6% | +51.2% | +11.4% |
| 6M | +13.1% | -43.4% | +56.4% | +16.8% |
| YTD | +46.7% | -31.0% | +77.7% | +47.7% |
| 1Y | +51.3% | +145.2% | -93.9% | +31.0% |
| All | +632.4% | +207.3% | +425.1% | +501.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling