-45.3%
TE vs BB
+99.6%
-144.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -1.8% |
| 7D | -19.1% | +1.8% | -20.9% | -19.8% |
| 30D | -34.1% | +8.1% | -42.3% | -37.2% |
| 3M | -60.1% | -1.0% | -59.1% | -60.5% |
| 6M | -66.0% | +45.9% | -111.9% | -67.3% |
| YTD | -71.4% | +134.8% | -206.2% | -75.8% |
| 1Y | -45.3% | +104.6% | -149.9% | -51.7% |
| All | -45.3% | +99.6% | -144.8% | -51.7% |
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