+24.8%
LOW vs TE
+9.8%
+15.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.2% |
| 7D | +1.4% | -19.1% | +20.5% | +1.7% |
| 30D | +21.7% | -34.1% | +55.8% | +22.4% |
| 3M | +5.0% | -60.1% | +65.1% | +6.4% |
| 6M | +4.6% | -66.0% | +70.6% | +5.4% |
| YTD | -3.5% | -71.4% | +67.9% | -2.9% |
| 1Y | +0.5% | -45.3% | +45.8% | -1.0% |
| 3Y | +24.8% | +9.1% | +15.7% | +16.4% |
| All | +24.8% | +9.8% | +15.0% | +16.4% |
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 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