-79.9%
TE vs BB
+36.9%
-116.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.0% | -4.5% | -6.7% |
| 7D | -13.6% | +9.0% | -22.6% | -15.7% |
| 30D | -37.7% | +7.7% | -45.3% | -39.1% |
| 3M | -59.8% | +4.0% | -63.8% | -60.4% |
| 6M | -66.3% | +46.6% | -112.9% | -69.4% |
| YTD | -70.5% | +140.6% | -211.1% | -76.6% |
| 1Y | -48.8% | +103.1% | -151.9% | -57.6% |
| 3Y | +31.3% | +150.5% | -119.2% | +0.5% |
| 5Y | -82.0% | -15.4% | -66.6% | -85.0% |
| All | -79.9% | +36.9% | -116.9% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling