-44.6%
TE vs AU
+29.2%
-73.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.6% |
| 7D | +18.2% | -0.3% | +18.5% | +18.3% |
| 30D | -13.5% | +12.8% | -26.3% | -20.6% |
| 3M | -44.6% | +28.5% | -73.0% | -54.8% |
| All | -44.6% | +29.2% | -73.8% | -54.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling