+19.8%
T vs TE
-80.5%
+100.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +2.5% | -19.1% | +21.6% | +2.4% |
| 30D | -3.8% | -34.1% | +30.4% | -4.0% |
| 3M | -8.7% | -60.1% | +51.4% | -9.2% |
| 6M | -8.1% | -66.0% | +57.8% | -8.8% |
| YTD | -6.4% | -71.4% | +65.0% | -7.2% |
| 1Y | -9.8% | -45.3% | +35.5% | -11.0% |
| 3Y | +65.5% | +9.1% | +56.3% | +58.3% |
| 5Y | +57.0% | -82.6% | +139.5% | +56.7% |
| All | +19.8% | -80.5% | +100.2% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling