-53.1%
TE vs BDX
-5.6%
-47.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | +0.2% | -3.2% | +3.4% | +0.4% |
| 30D | -5.9% | -2.5% | -3.4% | -5.8% |
| 3M | -45.6% | +21.4% | -67.0% | -46.8% |
| 6M | -43.4% | +10.4% | -53.8% | -43.8% |
| YTD | -31.0% | +18.8% | -49.8% | -32.8% |
| 1Y | +145.2% | +21.7% | +123.5% | +136.2% |
| 3Y | -24.1% | -10.0% | -14.1% | -21.6% |
| 5Y | -48.1% | -1.8% | -46.3% | -47.3% |
| All | -53.1% | -5.6% | -47.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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