-76.7%
TE vs ALC
+33.7%
-110.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.1% |
| 7D | -10.5% | +2.1% | -12.6% | -11.5% |
| 30D | -32.4% | +17.2% | -49.7% | -37.1% |
| 3M | -60.9% | +4.6% | -65.5% | -61.8% |
| 6M | -62.8% | +20.1% | -82.9% | -66.2% |
| YTD | -65.7% | -4.2% | -61.5% | -65.9% |
| 1Y | -39.9% | +2.1% | -42.0% | -42.2% |
| 3Y | +10.6% | +4.5% | +6.2% | +6.2% |
| 5Y | -79.7% | -12.3% | -67.3% | -80.1% |
| All | -76.7% | +33.7% | -110.3% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling