-50.0%
TE vs BG
+168.7%
-218.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.9% |
| 7D | +15.0% | +0.5% | +14.5% | +14.8% |
| 30D | -7.5% | +10.3% | -17.9% | -10.1% |
| 3M | -42.0% | -1.9% | -40.1% | -42.0% |
| 6M | -31.4% | +5.2% | -36.7% | -33.1% |
| YTD | -26.5% | +41.2% | -67.7% | -34.4% |
| 1Y | +153.1% | +50.5% | +102.6% | +121.0% |
| 3Y | -20.7% | +19.9% | -40.6% | -28.2% |
| 5Y | -45.4% | +86.7% | -132.1% | -53.3% |
| All | -50.0% | +168.7% | -218.7% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling