+55.2%
T vs TE
-81.4%
+136.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.6% |
| 7D | +2.6% | -26.9% | +29.4% | +2.4% |
| 30D | -1.1% | -38.9% | +37.9% | -1.4% |
| 3M | -7.7% | -61.0% | +53.3% | -8.3% |
| 6M | -10.6% | -66.4% | +55.8% | -11.3% |
| YTD | -7.5% | -69.0% | +61.6% | -8.2% |
| 1Y | -7.4% | -54.0% | +46.6% | -8.5% |
| 3Y | +63.1% | +38.0% | +25.1% | +54.8% |
| 5Y | +55.2% | -81.0% | +136.2% | +55.4% |
| All | +55.2% | -81.4% | +136.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling