+37.1%
T vs TE
-53.0%
+90.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -1.9% |
| 7D | -1.3% | -4.0% | +2.7% | -1.3% |
| 30D | +11.4% | -15.9% | +27.3% | +11.3% |
| 3M | +14.3% | -60.5% | +74.8% | +14.0% |
| 6M | -9.3% | -35.2% | +26.0% | -9.4% |
| YTD | +7.1% | -31.1% | +38.2% | +6.8% |
| 1Y | -9.1% | +148.6% | -157.7% | -10.7% |
| 3Y | +105.3% | -26.4% | +131.7% | +105.7% |
| 5Y | +66.8% | -48.0% | +114.8% | +66.8% |
| All | +37.1% | -53.0% | +90.1% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling