+176.2%
SLV vs TE
-78.2%
+254.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.2% |
| 7D | -1.1% | -22.0% | +20.9% | +0.3% |
| 30D | -14.2% | -33.6% | +19.5% | -12.3% |
| 3M | -20.3% | -61.1% | +40.7% | -16.3% |
| 6M | -40.2% | -64.7% | +24.5% | -37.3% |
| YTD | -27.6% | -68.1% | +40.5% | -24.2% |
| 1Y | +0.4% | -51.7% | +52.1% | +2.6% |
| 3Y | +129.4% | +42.0% | +87.4% | +114.3% |
| 5Y | +99.8% | -80.8% | +180.6% | +105.3% |
| All | +176.2% | -78.2% | +254.4% | +190.6% |
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