-80.5%
TE vs AR
+1,514.2%
-1,594.7%
-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% | -3.1% |
| 7D | -19.1% | +7.4% | -26.4% | -19.8% |
| 30D | -34.1% | +5.8% | -39.9% | -34.7% |
| 3M | -60.1% | +5.2% | -65.3% | -60.5% |
| 6M | -66.0% | +5.4% | -71.4% | -66.5% |
| YTD | -71.4% | +12.4% | -83.8% | -72.3% |
| 1Y | -45.3% | +12.8% | -58.1% | -47.0% |
| 3Y | +9.1% | +47.2% | -38.0% | +1.9% |
| 5Y | -82.6% | +101.1% | -183.7% | -83.9% |
| All | -80.5% | +1,514.2% | -1,594.7% | -82.2% |
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