+188.2%
PM vs TE
-53.0%
+241.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.9% |
| 7D | -4.9% | -4.0% | -0.9% | -4.9% |
| 30D | -3.4% | -15.9% | +12.5% | -3.6% |
| 3M | +5.2% | -60.5% | +65.7% | +4.5% |
| 6M | +3.7% | -35.2% | +38.9% | +3.4% |
| YTD | +15.8% | -31.1% | +46.9% | +15.5% |
| 1Y | +17.4% | +148.6% | -131.3% | +17.7% |
| 3Y | +116.9% | -26.4% | +143.3% | +123.9% |
| 5Y | +117.3% | -48.0% | +165.3% | +126.4% |
| All | +188.2% | -53.0% | +241.2% | +203.7% |
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 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