+70.6%
NOW vs TE
-75.9%
+146.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -3.0% | -12.6% | +9.6% | -2.2% |
| 30D | -26.0% | -36.7% | +10.7% | -24.0% |
| 3M | -13.1% | -57.5% | +44.4% | -8.4% |
| 6M | +14.5% | -55.2% | +69.7% | +16.6% |
| YTD | -33.4% | -64.7% | +31.2% | -32.2% |
| 1Y | -40.6% | -35.9% | -4.8% | -43.6% |
| 3Y | -16.3% | -31.8% | +15.5% | -29.7% |
| 5Y | -26.3% | -79.4% | +53.1% | -28.2% |
| All | +70.6% | -75.9% | +146.5% | +87.1% |
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 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