+28.2%
TE vs BIYA
-99.9%
+128.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -19.1% | +9.0% | -28.1% | -19.0% |
| 30D | -34.1% | -12.9% | -21.2% | -34.3% |
| 3M | -60.1% | -54.7% | -5.4% | -60.4% |
| 6M | -66.0% | -85.1% | +19.1% | -65.9% |
| YTD | -71.4% | -96.9% | +25.5% | -70.8% |
| 1Y | -45.3% | -98.5% | +53.3% | -44.0% |
| All | +28.2% | -99.9% | +128.1% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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