-48.8%
SE vs TE
-16.5%
-32.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +4.7% |
| 7D | +6.7% | +3.8% | +2.9% | +6.3% |
| 30D | -17.2% | -26.2% | +9.0% | -15.7% |
| 3M | -28.0% | -49.7% | +21.7% | -25.2% |
| 6M | -6.1% | -46.5% | +40.4% | -4.0% |
| YTD | -37.1% | -59.1% | +22.0% | -35.8% |
| 1Y | -48.8% | -25.8% | -22.9% | -52.7% |
| All | -48.8% | -16.5% | -32.2% | -52.7% |
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 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