-35.9%
TE vs AS
+0.9%
-36.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -12.6% | +6.9% | -19.5% | -14.8% |
| 30D | -36.7% | +16.0% | -52.7% | -40.3% |
| 3M | -57.5% | -12.8% | -44.6% | -54.9% |
| 6M | -55.2% | -15.4% | -39.8% | -52.6% |
| YTD | -64.7% | -15.7% | -48.9% | -63.0% |
| 1Y | -35.9% | +6.1% | -41.9% | -29.0% |
| All | -35.9% | +0.9% | -36.8% | -29.0% |
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