+57.4%
MAR vs TE
-16.5%
+73.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.6% | +2.0% |
| 7D | +7.7% | +3.8% | +3.9% | +7.8% |
| 30D | +19.4% | -26.2% | +45.6% | +19.2% |
| 3M | +23.3% | -49.7% | +73.1% | +22.9% |
| 6M | +22.8% | -46.5% | +69.3% | +22.4% |
| YTD | +37.8% | -59.1% | +96.9% | +37.5% |
| 1Y | +57.4% | -25.8% | +83.2% | +55.3% |
| All | +57.4% | -16.5% | +73.9% | +55.3% |
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