-58.3%
TE vs AS
-14.1%
-44.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -2.3% | -14.2% | -16.2% |
| 7D | -20.3% | +7.1% | -27.4% | -20.7% |
| 30D | -40.0% | +12.8% | -52.8% | -40.8% |
| 3M | -58.3% | -14.7% | -43.6% | -55.9% |
| All | -58.3% | -14.1% | -44.3% | -55.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling