-50.0%
TE vs ALM
+2,289.1%
-2,339.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.2% | -2.4% |
| 7D | +15.0% | +3.6% | +11.4% | +14.5% |
| 30D | -7.5% | +33.8% | -41.3% | -11.1% |
| 3M | -42.0% | +14.8% | -56.7% | -43.0% |
| 6M | -31.4% | -7.0% | -24.5% | -31.4% |
| YTD | -26.5% | +108.1% | -134.6% | -30.7% |
| 1Y | +153.1% | +313.8% | -160.7% | +131.1% |
| 3Y | -20.7% | +2,227.6% | -2,248.3% | -35.8% |
| 5Y | -45.4% | +956.6% | -1,002.1% | -55.0% |
| All | -50.0% | +2,289.1% | -2,339.1% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling