-78.3%
TE vs ALL
+169.7%
-248.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | -22.0% | -2.6% | -19.4% | -22.1% |
| 30D | -33.6% | +12.7% | -46.4% | -32.9% |
| 3M | -61.1% | +0.4% | -61.5% | -60.9% |
| 6M | -64.7% | +23.8% | -88.5% | -64.4% |
| YTD | -68.1% | +27.8% | -95.9% | -67.9% |
| 1Y | -51.7% | +28.9% | -80.6% | -51.4% |
| 3Y | +42.0% | +113.9% | -71.9% | +32.1% |
| 5Y | -80.8% | +157.4% | -238.2% | -82.3% |
| All | -78.3% | +169.7% | -248.0% | -80.2% |
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 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