-47.3%
TE vs AR
+143.7%
-191.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -4.0% | +2.5% | -6.5% | -4.7% |
| 30D | -15.9% | +14.8% | -30.7% | -19.5% |
| 3M | -60.5% | +6.2% | -66.8% | -61.5% |
| 6M | -35.2% | +4.3% | -39.5% | -37.1% |
| YTD | -31.1% | +14.4% | -45.5% | -36.2% |
| 1Y | +148.6% | +21.3% | +127.3% | +124.0% |
| 3Y | -26.4% | +39.8% | -66.2% | -38.3% |
| All | -47.3% | +143.7% | -191.0% | -58.2% |
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