-53.1%
TE vs ALL
+29.9%
-83.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.9% | -12.5% | -5.2% |
| 7D | -26.9% | -0.1% | -26.7% | -26.6% |
| 30D | -38.9% | +13.8% | -52.8% | -23.9% |
| 3M | -61.0% | -2.8% | -58.2% | -62.3% |
| 6M | -66.4% | +23.7% | -90.1% | -47.9% |
| YTD | -69.0% | +27.3% | -96.3% | -47.4% |
| All | -53.1% | +29.9% | -83.0% | -17.9% |
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