-76.7%
TE vs AMC
-94.7%
+18.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.2% | -3.4% |
| 7D | -10.5% | +6.6% | -17.1% | -10.8% |
| 30D | -32.4% | +14.1% | -46.5% | -32.9% |
| 3M | -60.9% | +31.3% | -92.1% | -61.4% |
| 6M | -62.8% | +126.7% | -189.5% | -64.6% |
| YTD | -65.7% | +117.9% | -183.7% | -67.4% |
| 1Y | -39.9% | +41.1% | -81.0% | -41.7% |
| 3Y | +10.6% | -61.0% | +71.6% | +11.0% |
| 5Y | -79.7% | -99.1% | +19.5% | -78.4% |
| All | -76.7% | -94.7% | +18.0% | -74.7% |
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