-35.2%
TE vs AR
+6.9%
-42.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +0.9% |
| 7D | -4.0% | +2.5% | -6.5% | -2.6% |
| 30D | -15.9% | +14.8% | -30.7% | -8.8% |
| 3M | -60.5% | +6.2% | -66.8% | -58.2% |
| 6M | -35.2% | +4.3% | -39.5% | -32.8% |
| All | -35.2% | +6.9% | -42.1% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling