+148.6%
TE vs AS
-21.9%
+170.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | 0.0% |
| 7D | -4.0% | -4.9% | +0.9% | -2.2% |
| 30D | -15.9% | -19.6% | +3.7% | -9.2% |
| 3M | -60.5% | -14.4% | -46.2% | -58.3% |
| 6M | -35.2% | -20.1% | -15.1% | -30.5% |
| YTD | -31.1% | -20.9% | -10.2% | -26.6% |
| 1Y | +148.6% | -21.9% | +170.5% | +128.7% |
| All | +148.6% | -21.9% | +170.5% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling