-31.8%
TE vs AMC
-71.5%
+39.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.1% |
| 7D | -12.6% | +2.6% | -15.2% | -12.9% |
| 30D | -36.7% | +9.0% | -45.8% | -37.6% |
| 3M | -57.5% | +22.2% | -79.7% | -59.5% |
| 6M | -55.2% | +91.5% | -146.7% | -63.1% |
| YTD | -64.7% | +101.3% | -166.0% | -71.7% |
| 1Y | -35.9% | +20.8% | -56.6% | -42.7% |
| 3Y | -31.8% | -71.3% | +39.5% | +130.1% |
| All | -31.8% | -71.5% | +39.7% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling