-9.1%
T vs TE
+132.3%
-141.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -1.9% |
| 7D | -1.3% | -4.0% | +2.7% | -1.4% |
| 30D | +11.4% | -15.9% | +27.3% | +10.6% |
| 3M | +14.3% | -60.5% | +74.8% | +11.0% |
| 6M | -9.3% | -35.2% | +26.0% | -9.5% |
| YTD | +7.1% | -31.1% | +38.2% | +7.1% |
| 1Y | -9.1% | +148.6% | -157.7% | -3.0% |
| All | -9.1% | +132.3% | -141.4% | -3.0% |
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