+60.7%
SE vs TE
+22.4%
+38.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.9% |
| 7D | -7.7% | -22.0% | +14.2% | -6.3% |
| 30D | -22.8% | -33.6% | +10.8% | -21.0% |
| 3M | -43.7% | -61.1% | +17.3% | -40.6% |
| 6M | -12.8% | -64.7% | +51.9% | -8.7% |
| YTD | -42.0% | -68.1% | +26.1% | -39.6% |
| 1Y | -48.0% | -51.7% | +3.7% | -47.7% |
| All | +60.7% | +22.4% | +38.3% | +39.4% |
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