+161.3%
SLV vs TE
-80.5%
+241.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | -2.0% |
| 7D | -5.8% | -19.1% | +13.2% | -4.7% |
| 30D | -12.1% | -34.1% | +22.0% | -10.2% |
| 3M | -24.1% | -60.1% | +36.0% | -20.3% |
| 6M | -44.4% | -66.0% | +21.6% | -41.5% |
| YTD | -31.5% | -71.4% | +39.9% | -27.9% |
| 1Y | -6.9% | -45.3% | +38.3% | -5.1% |
| 3Y | +116.0% | +9.1% | +106.9% | +105.2% |
| 5Y | +88.4% | -82.6% | +171.0% | +94.8% |
| All | +161.3% | -80.5% | +241.7% | +176.7% |
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