-47.6%
TE vs AR
+5.2%
-52.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.2% |
| 7D | -12.6% | -14.3% | +1.7% | -18.1% |
| 30D | -36.7% | +1.4% | -38.2% | -35.9% |
| 3M | -57.5% | +3.4% | -60.9% | -56.0% |
| 6M | -55.2% | -2.1% | -53.2% | -54.0% |
| YTD | -64.7% | +4.7% | -69.4% | -61.9% |
| All | -47.6% | +5.2% | -52.7% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling