+55.5%
TE vs AS
+131.9%
-76.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.9% |
| 7D | -22.0% | -3.0% | -19.0% | -20.9% |
| 30D | -33.6% | +9.6% | -43.2% | -36.3% |
| 3M | -61.1% | -8.2% | -52.9% | -59.8% |
| 6M | -64.7% | -9.9% | -54.8% | -63.2% |
| YTD | -68.1% | -16.8% | -51.3% | -66.2% |
| 1Y | -51.7% | +3.0% | -54.7% | -53.5% |
| All | +55.5% | +131.9% | -76.5% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling