-80.8%
TE vs ALM
+456.2%
-537.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -22.0% | -7.2% | -14.8% | -20.6% |
| 30D | -33.6% | -26.4% | -7.3% | -29.4% |
| 3M | -61.1% | -38.6% | -22.5% | -57.1% |
| 6M | -64.7% | -61.0% | -3.7% | -58.0% |
| YTD | -68.1% | -7.4% | -60.7% | -65.7% |
| 1Y | -51.7% | +14.0% | -65.7% | -49.2% |
| 3Y | +42.0% | +844.4% | -802.4% | +20.5% |
| 5Y | -80.8% | +410.8% | -491.6% | -82.7% |
| All | -80.8% | +456.2% | -537.0% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling