+66.4%
TE vs AS
+133.7%
-67.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -2.3% | -14.2% | -15.5% |
| 7D | -20.3% | +7.1% | -27.4% | -22.7% |
| 30D | -40.0% | +12.8% | -52.8% | -43.1% |
| 3M | -58.3% | -14.7% | -43.6% | -55.6% |
| 6M | -57.3% | -9.9% | -47.4% | -55.6% |
| YTD | -65.9% | -16.1% | -49.7% | -64.0% |
| 1Y | -44.3% | +0.2% | -44.4% | -45.5% |
| All | +66.4% | +133.7% | -67.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling