-25.8%
TE vs BB
+88.0%
-113.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.0% | -10.5% | -7.2% |
| 7D | +3.8% | -6.8% | +10.6% | +7.4% |
| 30D | -26.2% | -3.5% | -22.7% | -25.7% |
| 3M | -49.7% | -1.2% | -48.5% | -50.3% |
| 6M | -46.5% | +57.0% | -103.5% | -51.5% |
| YTD | -59.1% | +131.1% | -190.3% | -68.5% |
| 1Y | -25.8% | +87.6% | -113.4% | -28.9% |
| All | -25.8% | +88.0% | -113.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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