+148.6%
TE vs BG
+50.1%
+98.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -4.0% | +2.8% | -6.8% | -4.7% |
| 30D | -15.9% | +12.0% | -27.9% | -18.7% |
| 3M | -60.5% | -7.7% | -52.9% | -58.8% |
| 6M | -35.2% | +4.5% | -39.7% | -37.4% |
| YTD | -31.1% | +35.7% | -66.8% | -46.1% |
| 1Y | +148.6% | +50.1% | +98.6% | +67.0% |
| All | +148.6% | +50.1% | +98.6% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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