-80.5%
TE vs ALC
+31.8%
-112.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -4.3% |
| 7D | -19.1% | -1.1% | -18.0% | -18.7% |
| 30D | -34.1% | +16.0% | -50.2% | -38.4% |
| 3M | -60.1% | +0.8% | -60.9% | -60.5% |
| 6M | -66.0% | +16.8% | -82.8% | -68.6% |
| YTD | -71.4% | -5.5% | -65.9% | -71.4% |
| 1Y | -45.3% | -5.3% | -40.0% | -45.3% |
| 3Y | +9.1% | +4.1% | +5.1% | +5.0% |
| 5Y | -82.6% | -7.1% | -75.5% | -82.9% |
| All | -80.5% | +31.8% | -112.4% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling