+39.4%
GM vs TE
-16.5%
+55.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.2% | +4.8% |
| 7D | +12.1% | +3.8% | +8.3% | +11.8% |
| 30D | +15.2% | -26.2% | +41.4% | +16.3% |
| 3M | +4.9% | -49.7% | +54.6% | +7.4% |
| 6M | +22.6% | -46.5% | +69.1% | +24.3% |
| YTD | +14.4% | -59.1% | +73.5% | +17.8% |
| 1Y | +39.4% | -25.8% | +65.2% | +39.1% |
| All | +39.4% | -16.5% | +55.9% | +39.1% |
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 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