+59.0%
SO vs TE
-41.3%
+100.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -9.0% | +1.0% |
| 7D | +1.0% | +18.2% | -17.2% | +1.1% |
| 30D | -3.2% | -13.5% | +10.3% | -3.2% |
| 3M | -1.7% | -44.6% | +42.9% | -1.8% |
| 6M | -7.2% | -24.7% | +17.5% | -7.2% |
| YTD | +4.6% | -24.3% | +28.8% | +4.5% |
| 1Y | +1.2% | +155.6% | -154.3% | +0.9% |
| 3Y | +45.3% | -18.3% | +63.5% | +47.6% |
| All | +59.0% | -41.3% | +100.3% | +65.1% |
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