+76.1%
SO vs TE
-81.4%
+157.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | 0.0% |
| 7D | -0.1% | -26.9% | +26.7% | -0.2% |
| 30D | +8.7% | -38.9% | +47.6% | +8.5% |
| 3M | +3.4% | -61.0% | +64.4% | +3.1% |
| 6M | +3.7% | -66.4% | +70.1% | +3.3% |
| YTD | +10.0% | -69.0% | +79.0% | +9.7% |
| 1Y | +6.6% | -54.0% | +60.6% | +6.1% |
| 3Y | +52.5% | +38.0% | +14.5% | +49.5% |
| 5Y | +76.1% | -81.0% | +157.0% | +79.7% |
| All | +76.1% | -81.4% | +157.5% | +79.7% |
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 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