-53.1%
TE vs AU
+476.7%
-529.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | +0.2% | -4.3% | +4.5% | +1.1% |
| 30D | -5.9% | +7.3% | -13.2% | -7.4% |
| 3M | -45.6% | +26.3% | -71.9% | -48.1% |
| 6M | -43.4% | +1.8% | -45.1% | -44.0% |
| YTD | -31.0% | +26.8% | -57.8% | -33.8% |
| 1Y | +145.2% | +66.7% | +78.5% | +126.1% |
| 3Y | -24.1% | +579.1% | -603.1% | -43.7% |
| 5Y | -48.1% | +689.3% | -737.5% | -61.7% |
| All | -53.1% | +476.7% | -529.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling