-41.3%
TE vs ALM
+1,033.0%
-1,074.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +8.8% | +1.2% | +8.4% |
| 7D | +18.2% | +8.4% | +9.8% | +16.6% |
| 30D | -13.5% | +34.8% | -48.3% | -18.3% |
| 3M | -44.6% | +16.2% | -60.8% | -46.2% |
| 6M | -24.7% | +2.1% | -26.8% | -25.7% |
| YTD | -24.3% | +117.0% | -141.3% | -30.9% |
| 1Y | +155.6% | +313.9% | -158.3% | +123.2% |
| 3Y | -18.3% | +2,327.9% | -2,346.2% | -42.0% |
| 5Y | -41.3% | +1,040.6% | -1,081.9% | -55.3% |
| All | -41.3% | +1,033.0% | -1,074.3% | -55.3% |
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