+1,425.1%
NET vs TE
-72.1%
+1,497.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +1.0% | -2.0% |
| 7D | -16.4% | +3.8% | -20.2% | -16.9% |
| 30D | -25.8% | -26.2% | +0.4% | -22.3% |
| 3M | -11.5% | -49.7% | +38.2% | -1.9% |
| 6M | +18.9% | -46.5% | +65.4% | +21.6% |
| YTD | +35.2% | -59.1% | +94.3% | +39.6% |
| 1Y | +14.5% | -25.8% | +40.3% | +1.3% |
| 3Y | +313.8% | -23.3% | +337.1% | +177.0% |
| 5Y | +32.6% | -76.9% | +109.5% | +31.5% |
| All | +1,425.1% | -72.1% | +1,497.1% | +1,626.4% |
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