-43.8%
TE vs A
-15.0%
-28.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.7% | +12.7% | +11.6% |
| 7D | +18.2% | -2.1% | +20.3% | +19.4% |
| 30D | -13.5% | +0.6% | -14.1% | -14.1% |
| 3M | -44.6% | +10.9% | -55.5% | -48.8% |
| 6M | -24.7% | +28.2% | -52.9% | -38.1% |
| YTD | -24.3% | +8.6% | -32.8% | -30.7% |
| 1Y | +155.6% | +15.5% | +140.0% | +118.3% |
| 3Y | -18.3% | +31.8% | -50.1% | -37.2% |
| All | -43.8% | -15.0% | -28.7% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling