+9.1%
TE vs AR
+48.6%
-39.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -19.1% | +7.4% | -26.4% | -20.8% |
| 30D | -34.1% | +5.8% | -39.9% | -35.6% |
| 3M | -60.1% | +5.2% | -65.3% | -61.1% |
| 6M | -66.0% | +5.4% | -71.4% | -67.2% |
| YTD | -71.4% | +12.4% | -83.8% | -74.1% |
| 1Y | -45.3% | +12.8% | -58.1% | -50.8% |
| 3Y | +9.1% | +47.2% | -38.0% | -30.8% |
| All | +9.1% | +48.6% | -39.5% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling