+15.3%
O vs TE
-43.0%
+58.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.5% |
| 7D | -2.3% | +15.0% | -17.2% | -2.5% |
| 30D | -2.4% | -7.5% | +5.1% | -2.4% |
| 3M | -0.6% | -42.0% | +41.4% | 0.0% |
| 6M | -5.0% | -31.4% | +26.4% | -5.2% |
| YTD | +10.4% | -26.5% | +36.9% | +9.6% |
| 1Y | +6.6% | +153.1% | -146.5% | +1.7% |
| 3Y | +28.4% | -20.7% | +49.1% | +27.7% |
| 5Y | +15.3% | -45.4% | +60.7% | +15.9% |
| All | +15.3% | -43.0% | +58.3% | +15.9% |
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