-0.3%
SPOT vs TE
-16.5%
+16.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.1% | +4.5% |
| 7D | +16.6% | +3.8% | +12.8% | +16.7% |
| 30D | +29.9% | -26.2% | +56.2% | +29.6% |
| 3M | +31.3% | -49.7% | +81.0% | +30.6% |
| 6M | +43.2% | -46.5% | +89.7% | +39.6% |
| YTD | +8.1% | -59.1% | +67.2% | +6.4% |
| 1Y | -0.3% | -25.8% | +25.5% | -5.5% |
| All | -0.3% | -16.5% | +16.2% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling