-31.8%
TE vs AR
+19.9%
-51.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | -12.6% | -14.3% | +1.7% | -8.1% |
| 30D | -36.7% | +1.4% | -38.2% | -37.4% |
| 3M | -57.5% | +3.4% | -60.9% | -58.5% |
| 6M | -55.2% | -2.1% | -53.2% | -56.1% |
| YTD | -64.7% | +4.7% | -69.4% | -67.6% |
| 1Y | -35.9% | +10.6% | -46.4% | -43.3% |
| 3Y | -31.8% | +24.6% | -56.4% | -39.8% |
| All | -31.8% | +19.9% | -51.7% | -39.8% |
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