-49.1%
TE vs AS
+8.1%
-57.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -4.1% |
| 7D | -10.5% | +5.8% | -16.4% | -12.3% |
| 30D | -32.4% | +15.4% | -47.8% | -35.9% |
| 3M | -60.9% | -11.9% | -49.0% | -58.8% |
| 6M | -62.8% | -9.9% | -52.9% | -61.5% |
| YTD | -65.7% | -13.1% | -52.6% | -64.8% |
| All | -49.1% | +8.1% | -57.2% | -46.2% |
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