-53.2%
TE vs ALM
+2,190.0%
-2,243.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -4.0% | -2.6% | -1.4% | -3.6% |
| 30D | -15.9% | +32.0% | -47.9% | -19.0% |
| 3M | -60.5% | -15.0% | -45.5% | -59.9% |
| 6M | -35.2% | -10.1% | -25.1% | -34.9% |
| YTD | -31.1% | +99.4% | -130.6% | -34.7% |
| 1Y | +148.6% | +316.4% | -167.7% | +127.7% |
| 3Y | -26.4% | +2,022.0% | -2,048.4% | -40.0% |
| 5Y | -48.0% | +941.2% | -989.2% | -57.0% |
| All | -53.2% | +2,190.0% | -2,243.2% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling