+90.4%
SO vs TE
-78.2%
+168.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | +0.8% | -22.0% | +22.8% | +0.7% |
| 30D | +7.8% | -33.6% | +41.5% | +7.6% |
| 3M | +2.9% | -61.1% | +64.0% | +2.6% |
| 6M | +2.5% | -64.7% | +67.2% | +2.1% |
| YTD | +10.3% | -68.1% | +78.4% | +9.9% |
| 1Y | +6.4% | -51.7% | +58.1% | +5.9% |
| 3Y | +52.8% | +42.0% | +10.8% | +50.9% |
| 5Y | +78.7% | -80.8% | +159.5% | +81.4% |
| All | +90.4% | -78.2% | +168.6% | +113.9% |
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