-53.2%
TE vs A
+80.1%
-133.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -4.0% | -1.9% | -2.0% | -3.1% |
| 30D | -15.9% | +6.9% | -22.8% | -18.5% |
| 3M | -60.5% | +9.2% | -69.8% | -62.4% |
| 6M | -35.2% | +25.7% | -60.9% | -43.1% |
| YTD | -31.1% | +11.5% | -42.7% | -36.2% |
| 1Y | +148.6% | +18.4% | +130.3% | +120.1% |
| 3Y | -26.4% | +26.6% | -53.0% | -36.7% |
| 5Y | -48.0% | -12.8% | -35.2% | -52.7% |
| All | -53.2% | +80.1% | -133.3% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling