+136.8%
MAR vs TE
-48.3%
+185.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.3% | -2.9% |
| 7D | -1.7% | +18.2% | -19.9% | -2.7% |
| 30D | -6.9% | -13.5% | +6.6% | -6.3% |
| 3M | -15.8% | -44.6% | +28.7% | -13.7% |
| 6M | +1.9% | -24.7% | +26.7% | +0.9% |
| YTD | +6.6% | -24.3% | +30.9% | +4.4% |
| 1Y | +23.7% | +155.6% | -131.9% | +7.1% |
| 3Y | +64.6% | -18.3% | +82.8% | +47.2% |
| 5Y | +156.4% | -41.3% | +197.7% | +127.6% |
| All | +136.8% | -48.3% | +185.1% | +78.2% |
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