-45.4%
TE vs BB
-25.5%
-20.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.2% |
| 7D | +15.0% | +1.8% | +13.1% | +14.1% |
| 30D | -7.5% | -12.2% | +4.7% | -0.9% |
| 3M | -42.0% | -12.3% | -29.6% | -38.0% |
| 6M | -31.4% | +122.7% | -154.1% | -54.7% |
| YTD | -26.5% | +104.5% | -131.0% | -49.3% |
| 1Y | +153.1% | +106.7% | +46.4% | +72.7% |
| 3Y | -20.7% | +70.0% | -90.6% | -45.8% |
| 5Y | -45.4% | -27.8% | -17.7% | -49.7% |
| All | -45.4% | -25.5% | -20.0% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling