+124.3%
PM vs TE
-20.2%
+144.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.0% | -8.8% | +1.4% |
| 7D | -1.3% | +18.2% | -19.5% | -0.9% |
| 30D | -2.6% | -13.5% | +11.0% | -2.8% |
| 3M | +5.8% | -44.6% | +50.4% | +5.0% |
| 6M | +10.6% | -24.7% | +35.3% | +10.6% |
| YTD | +17.2% | -24.3% | +41.4% | +17.4% |
| 1Y | +17.6% | +155.6% | -137.9% | +20.8% |
| 3Y | +124.3% | -18.3% | +142.5% | +143.9% |
| All | +124.3% | -20.2% | +144.4% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling