+84.3%
LOW vs TE
-52.9%
+137.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -8.9% | -5.9% | -2.9% | -8.8% |
| 3M | -10.4% | -45.6% | +35.2% | -9.0% |
| 6M | -19.4% | -43.4% | +24.0% | -19.1% |
| YTD | -17.1% | -31.0% | +13.9% | -18.0% |
| 1Y | -26.3% | +145.2% | -171.5% | -32.7% |
| 3Y | -9.9% | -24.1% | +14.2% | -14.6% |
| 5Y | +6.1% | -48.1% | +54.3% | +1.5% |
| All | +84.3% | -52.9% | +137.2% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling