-50.0%
TE vs AR
+1,530.0%
-1,580.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +15.0% | -1.2% | +16.2% | +15.1% |
| 30D | -7.5% | +5.5% | -13.1% | -8.2% |
| 3M | -42.0% | +12.9% | -54.8% | -43.1% |
| 6M | -31.4% | +0.1% | -31.5% | -31.8% |
| YTD | -26.5% | +13.5% | -40.0% | -28.7% |
| 1Y | +153.1% | +21.6% | +131.5% | +142.8% |
| 3Y | -20.7% | +46.0% | -66.6% | -25.6% |
| 5Y | -45.4% | +143.7% | -189.2% | -49.6% |
| All | -50.0% | +1,530.0% | -1,580.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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