-77.8%
SE vs TE
-80.5%
+2.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -4.1% |
| 7D | -7.7% | -22.0% | +14.2% | -4.6% |
| 30D | -22.8% | -33.6% | +10.8% | -18.7% |
| 3M | -43.7% | -61.1% | +17.3% | -36.4% |
| 6M | -12.8% | -64.7% | +51.9% | -4.2% |
| YTD | -42.0% | -68.1% | +26.1% | -37.7% |
| 1Y | -48.0% | -51.7% | +3.7% | -48.9% |
| 3Y | +62.7% | +42.0% | +20.7% | -7.0% |
| 5Y | -77.8% | -80.8% | +3.0% | -77.1% |
| All | -77.8% | -80.5% | +2.7% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling