-41.3%
TE vs ALL
+117.0%
-158.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.4% | +9.7% |
| 7D | +18.2% | -1.7% | +19.9% | +18.0% |
| 30D | -13.5% | -4.7% | -8.8% | -14.0% |
| 3M | -44.6% | +18.4% | -62.9% | -44.1% |
| 6M | -24.7% | +20.5% | -45.2% | -24.1% |
| YTD | -24.3% | +23.5% | -47.8% | -23.8% |
| 1Y | +155.6% | +29.0% | +126.6% | +153.3% |
| 3Y | -18.3% | +153.7% | -172.0% | -34.3% |
| 5Y | -41.3% | +114.8% | -156.1% | -44.2% |
| All | -41.3% | +117.0% | -158.3% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling