-76.0%
TE vs AR
+1,403.3%
-1,479.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | -12.6% | -14.3% | +1.7% | -10.9% |
| 30D | -36.7% | +1.4% | -38.2% | -36.9% |
| 3M | -57.5% | +3.4% | -60.9% | -57.8% |
| 6M | -55.2% | -2.1% | -53.2% | -55.5% |
| YTD | -64.7% | +4.7% | -69.4% | -65.5% |
| 1Y | -35.9% | +10.6% | -46.4% | -37.8% |
| 3Y | -31.8% | +24.6% | -56.4% | -35.1% |
| 5Y | -79.4% | +71.9% | -151.3% | -80.7% |
| All | -76.0% | +1,403.3% | -1,479.3% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling