+155.3%
GM vs TE
-49.8%
+205.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.1% |
| 7D | -1.1% | +15.0% | -16.1% | -2.4% |
| 30D | -4.6% | -7.5% | +3.0% | -4.2% |
| 3M | +0.2% | -42.0% | +42.2% | +3.7% |
| 6M | +12.6% | -31.4% | +44.0% | +12.3% |
| YTD | +3.7% | -26.5% | +30.2% | +1.6% |
| 1Y | +45.6% | +153.1% | -107.5% | +20.8% |
| 3Y | +162.0% | -20.7% | +182.6% | +132.7% |
| 5Y | +80.5% | -45.4% | +125.9% | +60.3% |
| All | +155.3% | -49.8% | +205.1% | +122.4% |
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