+141.1%
MAR vs TE
-52.9%
+193.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | -5.4% | -5.9% | +0.5% | -5.2% |
| 3M | -15.5% | -45.6% | +30.1% | -13.3% |
| 6M | +3.0% | -43.4% | +46.3% | +3.8% |
| YTD | +8.5% | -31.0% | +39.5% | +6.8% |
| 1Y | +26.0% | +145.2% | -119.3% | +9.1% |
| 3Y | +68.6% | -24.1% | +92.7% | +51.2% |
| 5Y | +157.4% | -48.1% | +205.5% | +130.1% |
| All | +141.1% | -52.9% | +193.9% | +82.3% |
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 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