-79.7%
TE vs AR
+71.8%
-151.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | -12.6% | -14.3% | +1.7% | -8.6% |
| 30D | -36.7% | +1.4% | -38.2% | -37.3% |
| 3M | -57.5% | +3.4% | -60.9% | -58.4% |
| 6M | -55.2% | -2.1% | -53.2% | -55.9% |
| YTD | -64.7% | +4.7% | -69.4% | -66.8% |
| 1Y | -35.9% | +10.6% | -46.4% | -41.1% |
| 3Y | -31.8% | +24.6% | -56.4% | -42.0% |
| All | -79.7% | +71.8% | -151.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling