-49.3%
TE vs BG
+81.8%
-131.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | +0.2% | +3.1% | -2.9% | -0.9% |
| 30D | -5.9% | +10.2% | -16.1% | -9.8% |
| 3M | -45.6% | -1.7% | -43.9% | -45.6% |
| 6M | -43.4% | +1.0% | -44.3% | -44.5% |
| YTD | -31.0% | +39.9% | -70.9% | -42.3% |
| 1Y | +145.2% | +53.2% | +92.0% | +95.3% |
| 3Y | -24.1% | +16.3% | -40.3% | -34.3% |
| All | -49.3% | +81.8% | -131.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling