+183.5%
MAR vs TE
-82.5%
+266.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | -0.2% |
| 7D | +1.6% | -19.1% | +20.7% | +2.7% |
| 30D | +13.8% | -34.1% | +47.9% | +16.0% |
| 3M | +20.3% | -60.1% | +80.4% | +25.7% |
| 6M | +21.3% | -66.0% | +87.3% | +25.4% |
| YTD | +37.2% | -71.4% | +108.6% | +41.0% |
| 1Y | +48.4% | -45.3% | +93.7% | +43.9% |
| 3Y | +120.1% | +9.1% | +111.0% | +80.8% |
| All | +183.5% | -82.5% | +266.0% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling