-78.9%
TE vs ALL
+168.6%
-247.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.9% | -12.5% | -9.3% |
| 7D | -26.9% | -0.1% | -26.7% | -26.8% |
| 30D | -38.9% | +13.8% | -52.8% | -38.2% |
| 3M | -61.0% | -2.8% | -58.2% | -60.9% |
| 6M | -66.4% | +23.7% | -90.1% | -66.1% |
| YTD | -69.0% | +27.3% | -96.3% | -68.8% |
| 1Y | -54.0% | +30.5% | -84.5% | -53.8% |
| 3Y | +38.0% | +113.0% | -75.0% | +28.4% |
| 5Y | -81.0% | +157.6% | -238.5% | -82.5% |
| All | -78.9% | +168.6% | -247.5% | -80.8% |
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