-24.5%
TE vs BG
+20.1%
-44.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.1% |
| 7D | +0.9% | +3.7% | -2.8% | -0.6% |
| 30D | -16.3% | +12.3% | -28.6% | -20.6% |
| 3M | -40.8% | -2.2% | -38.5% | -40.2% |
| 6M | -42.6% | +5.3% | -47.9% | -45.0% |
| YTD | -31.4% | +42.4% | -73.8% | -45.7% |
| 1Y | +144.9% | +55.2% | +89.7% | +81.8% |
| All | -24.5% | +20.1% | -44.6% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling