-53.4%
TE vs BB
+13.2%
-66.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -4.0% | -6.0% |
| 7D | +0.9% | -2.1% | +3.0% | +1.6% |
| 30D | -16.3% | -16.0% | -0.2% | -11.9% |
| 3M | -40.8% | -14.5% | -26.2% | -37.8% |
| 6M | -42.6% | +118.6% | -161.2% | -52.8% |
| YTD | -31.4% | +98.9% | -130.4% | -42.2% |
| 1Y | +144.9% | +99.5% | +45.4% | +106.4% |
| 3Y | -26.0% | +65.4% | -91.4% | -37.6% |
| 5Y | -48.5% | -27.6% | -20.8% | -54.5% |
| All | -53.4% | +13.2% | -66.6% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling