-53.2%
TE vs ALC
+25.4%
-78.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.3% |
| 7D | -4.0% | -2.1% | -1.9% | -3.1% |
| 30D | -15.9% | -0.1% | -15.8% | -15.9% |
| 3M | -60.5% | +5.9% | -66.4% | -61.9% |
| 6M | -35.2% | -15.9% | -19.3% | -30.7% |
| YTD | -31.1% | -10.1% | -21.0% | -29.1% |
| 1Y | +148.6% | -10.2% | +158.9% | +155.0% |
| 3Y | -26.4% | -13.6% | -12.8% | -22.8% |
| 5Y | -48.0% | -15.1% | -32.9% | -47.4% |
| All | -53.2% | +25.4% | -78.6% | -53.0% |
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 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