-6.4%
T vs TE
-16.5%
+10.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +1.9% |
| 7D | +5.5% | +3.8% | +1.7% | +5.7% |
| 30D | -8.9% | -26.2% | +17.3% | -10.2% |
| 3M | -5.6% | -49.7% | +44.1% | -8.6% |
| 6M | -14.3% | -46.5% | +32.2% | -15.5% |
| YTD | -7.9% | -59.1% | +51.2% | -10.0% |
| 1Y | -6.4% | -25.8% | +19.4% | -6.3% |
| All | -6.4% | -16.5% | +10.1% | -6.3% |
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