-51.7%
TE vs ALL
+30.4%
-82.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +3.5% |
| 7D | -22.0% | -2.6% | -19.4% | -24.8% |
| 30D | -33.6% | +12.7% | -46.4% | -18.7% |
| 3M | -61.1% | +0.4% | -61.5% | -60.2% |
| 6M | -64.7% | +23.8% | -88.5% | -45.3% |
| YTD | -68.1% | +27.8% | -95.9% | -45.6% |
| 1Y | -51.7% | +28.9% | -80.6% | -15.0% |
| All | -51.7% | +30.4% | -82.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling