-80.5%
TE vs A
+108.0%
-188.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.3% |
| 7D | -19.1% | -0.5% | -18.6% | -18.9% |
| 30D | -34.1% | 0.0% | -34.1% | -33.8% |
| 3M | -60.1% | +16.7% | -76.8% | -62.8% |
| 6M | -66.0% | +54.8% | -120.8% | -72.7% |
| YTD | -71.4% | +28.8% | -100.2% | -75.2% |
| 1Y | -45.3% | +19.3% | -64.6% | -50.9% |
| 3Y | +9.1% | +65.5% | -56.4% | -16.9% |
| 5Y | -82.6% | +12.1% | -94.7% | -85.2% |
| All | -80.5% | +108.0% | -188.6% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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