+235.8%
TE vs AS
+120.4%
+115.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | -0.2% |
| 7D | -4.0% | -4.9% | +0.9% | -1.9% |
| 30D | -15.9% | -19.6% | +3.7% | -7.8% |
| 3M | -60.5% | -14.4% | -46.2% | -58.0% |
| 6M | -35.2% | -20.1% | -15.1% | -29.1% |
| YTD | -31.1% | -20.9% | -10.2% | -25.1% |
| 1Y | +148.6% | -21.9% | +170.5% | +169.1% |
| All | +235.8% | +120.4% | +115.4% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling