-25.8%
TE vs ALC
+4.2%
-30.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.8% | -10.4% | -2.8% |
| 7D | +3.8% | +10.7% | -6.9% | +4.8% |
| 30D | -26.2% | +20.2% | -46.4% | -25.2% |
| 3M | -49.7% | +8.9% | -58.6% | -48.9% |
| 6M | -46.5% | +5.7% | -52.2% | -44.9% |
| YTD | -59.1% | -1.4% | -57.7% | -57.4% |
| 1Y | -25.8% | +4.7% | -30.5% | -21.1% |
| All | -25.8% | +4.2% | -30.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling