+16.3%
O vs TE
-53.2%
+69.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.8% |
| 7D | -3.5% | +0.9% | -4.4% | -3.5% |
| 30D | -3.3% | -16.3% | +12.9% | -3.1% |
| 3M | -2.8% | -40.8% | +37.9% | -2.4% |
| 6M | -5.8% | -42.6% | +36.8% | -5.7% |
| YTD | +9.4% | -31.4% | +40.8% | +8.7% |
| 1Y | +5.7% | +144.9% | -139.2% | +1.2% |
| 3Y | +27.2% | -26.0% | +53.2% | +25.7% |
| 5Y | +17.2% | -48.5% | +65.7% | +16.8% |
| All | +16.3% | -53.2% | +69.4% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling