+78.8%
SO vs TE
-53.0%
+131.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.7% |
| 7D | -0.2% | -4.0% | +3.8% | -0.2% |
| 30D | -4.6% | -15.9% | +11.3% | -4.6% |
| 3M | -3.0% | -60.5% | +57.5% | -3.2% |
| 6M | -8.3% | -35.2% | +27.0% | -8.3% |
| YTD | +3.5% | -31.1% | +34.7% | +3.4% |
| 1Y | -0.9% | +148.6% | -149.6% | -1.1% |
| 3Y | +45.4% | -26.4% | +71.8% | +47.1% |
| 5Y | +59.6% | -48.0% | +107.6% | +63.2% |
| All | +78.8% | -53.0% | +131.7% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling