-50.0%
TE vs AU
+499.4%
-549.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | +15.0% | +0.6% | +14.3% | +14.8% |
| 30D | -7.5% | +12.3% | -19.8% | -9.8% |
| 3M | -42.0% | +29.4% | -71.3% | -44.9% |
| 6M | -31.4% | +3.2% | -34.6% | -32.5% |
| YTD | -26.5% | +31.8% | -58.3% | -30.0% |
| 1Y | +153.1% | +83.4% | +69.7% | +129.7% |
| 3Y | -20.7% | +623.1% | -643.8% | -41.8% |
| 5Y | -45.4% | +700.5% | -746.0% | -60.0% |
| All | -50.0% | +499.4% | -549.4% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling