+52.5%
SO vs TE
+11.3%
+41.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | 0.0% |
| 7D | -0.1% | -26.9% | +26.7% | -0.5% |
| 30D | +8.7% | -38.9% | +47.6% | +8.1% |
| 3M | +3.4% | -61.0% | +64.4% | +2.3% |
| 6M | +3.7% | -66.4% | +70.1% | +2.7% |
| YTD | +10.0% | -69.0% | +79.0% | +9.1% |
| 1Y | +6.6% | -54.0% | +60.6% | +6.2% |
| 3Y | +52.5% | +38.0% | +14.5% | +56.7% |
| All | +52.5% | +11.3% | +41.2% | +56.7% |
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 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