-48.8%
TE vs AS
-3.0%
-45.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.6% | -6.4% |
| 7D | -13.6% | -3.6% | -10.0% | -12.3% |
| 30D | -37.7% | +3.4% | -41.0% | -38.5% |
| 3M | -59.8% | -8.6% | -51.2% | -58.2% |
| 6M | -66.3% | -10.0% | -56.3% | -64.4% |
| YTD | -70.5% | -19.2% | -51.3% | -68.5% |
| 1Y | -48.8% | -3.8% | -45.0% | -46.4% |
| All | -48.8% | -3.0% | -45.9% | -46.4% |
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 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