+196.3%
SE vs TE
-20.2%
+216.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | +0.5% |
| 7D | +0.6% | +18.2% | -17.6% | -0.4% |
| 30D | -0.1% | -13.5% | +13.4% | +0.6% |
| 3M | +34.1% | -44.6% | +78.7% | +37.5% |
| 6M | +23.2% | -24.7% | +47.9% | +22.8% |
| YTD | -11.2% | -24.3% | +13.1% | -12.1% |
| 1Y | -40.5% | +155.6% | -196.1% | -46.8% |
| 3Y | +196.3% | -18.3% | +214.5% | +225.1% |
| All | +196.3% | -20.2% | +216.5% | +225.1% |
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