-54.0%
TE vs AS
+6.1%
-60.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.8% | -7.8% | -8.9% |
| 7D | -26.9% | +4.5% | -31.3% | -27.9% |
| 30D | -38.9% | +13.2% | -52.2% | -41.6% |
| 3M | -61.0% | -11.9% | -49.1% | -59.0% |
| 6M | -66.4% | -11.6% | -54.8% | -64.9% |
| YTD | -69.0% | -14.7% | -54.3% | -67.9% |
| 1Y | -54.0% | +5.7% | -59.7% | -51.0% |
| All | -54.0% | +6.1% | -60.1% | -51.0% |
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