+10.8%
O vs TE
+132.3%
-121.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.7% | -4.0% | +3.2% | -0.8% |
| 30D | -1.9% | -15.9% | +14.0% | -2.1% |
| 3M | +3.8% | -60.5% | +64.4% | +3.4% |
| 6M | -4.7% | -35.2% | +30.5% | -5.2% |
| YTD | +12.5% | -31.1% | +43.6% | +11.8% |
| 1Y | +10.8% | +148.6% | -137.8% | +10.2% |
| All | +10.8% | +132.3% | -121.5% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling