+145.2%
TE vs AU
+72.0%
+73.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | +0.2% | -4.3% | +4.5% | +2.3% |
| 30D | -5.9% | +7.3% | -13.2% | -9.4% |
| 3M | -45.6% | +26.3% | -71.9% | -51.9% |
| 6M | -43.4% | +1.8% | -45.1% | -45.7% |
| YTD | -31.0% | +26.8% | -57.8% | -34.6% |
| 1Y | +145.2% | +66.7% | +78.5% | +218.5% |
| All | +145.2% | +72.0% | +73.2% | +218.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling