-25.8%
TE vs ALM
+44.8%
-70.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -4.1% |
| 7D | +3.8% | -6.4% | +10.2% | +7.4% |
| 30D | -26.2% | -35.0% | +8.8% | -8.3% |
| 3M | -49.7% | -33.8% | -15.9% | -39.0% |
| 6M | -46.5% | -55.0% | +8.5% | -22.1% |
| YTD | -59.1% | -0.2% | -58.9% | -57.6% |
| 1Y | -25.8% | +41.8% | -67.6% | -39.4% |
| All | -25.8% | +44.8% | -70.6% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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