-53.4%
TE vs A
+70.9%
-124.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.2% |
| 7D | +0.9% | -4.6% | +5.5% | +3.0% |
| 30D | -16.3% | -4.3% | -12.0% | -14.7% |
| 3M | -40.8% | +8.9% | -49.7% | -43.7% |
| 6M | -42.6% | +24.5% | -67.1% | -49.6% |
| YTD | -31.4% | +5.8% | -37.2% | -35.0% |
| 1Y | +144.9% | +16.2% | +128.7% | +117.5% |
| 3Y | -26.0% | +28.5% | -54.5% | -36.6% |
| 5Y | -48.5% | -16.3% | -32.2% | -52.0% |
| All | -53.4% | +70.9% | -124.3% | -57.8% |
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