+88.0%
LOW vs TE
-48.3%
+136.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.8% | -2.1% |
| 7D | +0.4% | +18.2% | -17.8% | -0.2% |
| 30D | -10.1% | -13.5% | +3.4% | -9.7% |
| 3M | -2.9% | -44.6% | +41.7% | -1.4% |
| 6M | -19.4% | -24.7% | +5.3% | -20.0% |
| YTD | -15.4% | -24.3% | +8.8% | -16.6% |
| 1Y | -24.9% | +155.6% | -180.5% | -31.5% |
| 3Y | -7.8% | -18.3% | +10.4% | -12.8% |
| 5Y | +8.4% | -41.3% | +49.7% | +3.4% |
| All | +88.0% | -48.3% | +136.3% | +88.9% |
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