+12.6%
TE vs BB
+154.0%
-141.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.0% | -4.5% | -6.0% |
| 7D | -13.6% | +9.0% | -22.6% | -17.3% |
| 30D | -37.7% | +7.7% | -45.3% | -40.3% |
| 3M | -59.8% | +4.0% | -63.8% | -61.1% |
| 6M | -66.3% | +46.6% | -112.9% | -71.9% |
| YTD | -70.5% | +140.6% | -211.1% | -80.9% |
| 1Y | -48.8% | +103.1% | -151.9% | -64.2% |
| All | +12.6% | +154.0% | -141.5% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling