-78.9%
TE vs ALC
+31.7%
-110.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -9.0% |
| 7D | -26.9% | +2.3% | -29.2% | -27.6% |
| 30D | -38.9% | +15.5% | -54.5% | -42.8% |
| 3M | -61.0% | +0.6% | -61.6% | -61.3% |
| 6M | -66.4% | +18.4% | -84.8% | -69.2% |
| YTD | -69.0% | -5.6% | -63.4% | -68.9% |
| 1Y | -54.0% | 0.0% | -54.0% | -55.3% |
| 3Y | +38.0% | +2.8% | +35.2% | +33.5% |
| 5Y | -81.0% | -8.8% | -72.2% | -81.3% |
| All | -78.9% | +31.7% | -110.6% | -79.4% |
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