-50.0%
TE vs ALL
+160.9%
-210.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +15.0% | -2.2% | +17.2% | +14.8% |
| 30D | -7.5% | -5.6% | -2.0% | -7.9% |
| 3M | -42.0% | +17.2% | -59.2% | -41.8% |
| 6M | -31.4% | +23.2% | -54.7% | -31.3% |
| YTD | -26.5% | +23.6% | -50.1% | -26.4% |
| 1Y | +153.1% | +29.2% | +123.9% | +151.3% |
| 3Y | -20.7% | +153.8% | -174.5% | -29.0% |
| 5Y | -45.4% | +116.1% | -161.5% | -50.0% |
| All | -50.0% | +160.9% | -210.9% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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