+153.1%
TE vs AMC
-12.8%
+165.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.1% |
| 7D | +15.0% | -6.8% | +21.8% | +16.6% |
| 30D | -7.5% | +1.7% | -9.2% | -8.5% |
| 3M | -42.0% | +26.8% | -68.8% | -48.4% |
| 6M | -31.4% | +117.7% | -149.1% | -50.8% |
| YTD | -26.5% | +57.7% | -84.2% | -41.4% |
| 1Y | +153.1% | -12.5% | +165.5% | +162.0% |
| All | +153.1% | -12.8% | +165.9% | +162.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling