-18.3%
TE vs ALL
+150.3%
-168.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.4% | +8.7% |
| 7D | +18.2% | -1.7% | +19.9% | +17.2% |
| 30D | -13.5% | -4.7% | -8.8% | -15.6% |
| 3M | -44.6% | +18.4% | -62.9% | -39.2% |
| 6M | -24.7% | +20.5% | -45.2% | -16.3% |
| YTD | -24.3% | +23.5% | -47.8% | -14.5% |
| 1Y | +155.6% | +29.0% | +126.6% | +187.8% |
| 3Y | -18.3% | +153.7% | -172.0% | -14.3% |
| All | -18.3% | +150.3% | -168.5% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling