+112.5%
NET vs TE
-47.8%
+160.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -7.0% | -4.0% | -3.0% | -6.4% |
| 30D | -4.8% | -15.9% | +11.1% | -2.4% |
| 3M | +3.8% | -60.5% | +64.4% | +18.6% |
| 6M | +50.0% | -35.2% | +85.3% | +48.2% |
| YTD | +41.5% | -31.1% | +72.6% | +34.8% |
| 1Y | +32.8% | +148.6% | -115.8% | -12.1% |
| 3Y | +335.9% | -26.4% | +362.3% | +259.1% |
| All | +112.5% | -47.8% | +160.3% | +89.3% |
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 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