+174.7%
SE vs TE
-49.8%
+224.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.6% |
| 7D | -3.6% | +15.0% | -18.6% | -5.6% |
| 30D | -5.3% | -7.5% | +2.2% | -4.5% |
| 3M | +28.1% | -42.0% | +70.1% | +35.5% |
| 6M | +20.7% | -31.4% | +52.1% | +19.9% |
| YTD | -14.8% | -26.5% | +11.7% | -18.0% |
| 1Y | -43.6% | +153.1% | -196.7% | -59.1% |
| 3Y | +184.2% | -20.7% | +204.9% | +140.5% |
| 5Y | -66.3% | -45.4% | -20.9% | -69.6% |
| All | +174.7% | -49.8% | +224.5% | +187.6% |
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