-80.5%
TE vs BB
+33.6%
-114.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.4% |
| 7D | -19.1% | +1.8% | -20.9% | -19.5% |
| 30D | -34.1% | +8.1% | -42.3% | -35.7% |
| 3M | -60.1% | -1.0% | -59.1% | -60.2% |
| 6M | -66.0% | +45.9% | -111.9% | -69.0% |
| YTD | -71.4% | +134.8% | -206.2% | -77.1% |
| 1Y | -45.3% | +104.6% | -149.9% | -54.7% |
| 3Y | +9.1% | +152.8% | -143.7% | -16.3% |
| 5Y | -82.6% | -17.4% | -65.1% | -85.4% |
| All | -80.5% | +33.6% | -114.2% | -83.9% |
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 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