-53.2%
TE vs ALL
+167.0%
-220.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.2% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -15.9% | -1.5% | -14.4% | -16.0% |
| 3M | -60.5% | +23.6% | -84.2% | -60.3% |
| 6M | -35.2% | +22.3% | -57.5% | -34.9% |
| YTD | -31.1% | +26.5% | -57.7% | -30.9% |
| 1Y | +148.6% | +27.0% | +121.6% | +148.3% |
| 3Y | -26.4% | +149.6% | -176.0% | -33.6% |
| 5Y | -48.0% | +118.1% | -166.1% | -52.3% |
| All | -53.2% | +167.0% | -220.2% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling