-78.9%
TE vs AMC
-94.6%
+15.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.8% | -11.4% | -9.7% |
| 7D | -26.9% | +5.5% | -32.3% | -27.0% |
| 30D | -38.9% | +16.1% | -55.0% | -39.4% |
| 3M | -61.0% | +43.0% | -104.0% | -61.8% |
| 6M | -66.4% | +130.7% | -197.1% | -68.0% |
| YTD | -69.0% | +121.8% | -190.8% | -70.6% |
| 1Y | -54.0% | +40.7% | -94.7% | -55.4% |
| 3Y | +38.0% | -56.8% | +94.8% | +37.7% |
| 5Y | -81.0% | -99.1% | +18.1% | -79.8% |
| All | -78.9% | -94.6% | +15.7% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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