-41.3%
TE vs AR
+140.6%
-181.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.8% | +10.2% |
| 7D | +18.2% | -1.8% | +20.1% | +18.8% |
| 30D | -13.5% | +12.6% | -26.1% | -16.7% |
| 3M | -44.6% | +10.0% | -54.6% | -46.7% |
| 6M | -24.7% | +0.6% | -25.3% | -26.0% |
| YTD | -24.3% | +13.4% | -37.7% | -29.7% |
| 1Y | +155.6% | +21.7% | +133.8% | +129.8% |
| 3Y | -18.3% | +45.8% | -64.1% | -32.1% |
| 5Y | -41.3% | +144.3% | -185.5% | -53.9% |
| All | -41.3% | +140.6% | -181.9% | -53.9% |
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