-25.8%
TE vs BR
-14.2%
-11.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -1.3% |
| 7D | +3.8% | +7.0% | -3.2% | +9.4% |
| 30D | -26.2% | +19.0% | -45.2% | -15.6% |
| 3M | -49.7% | +13.1% | -62.8% | -43.8% |
| 6M | -46.5% | +24.6% | -71.1% | -33.2% |
| YTD | -59.1% | -13.6% | -45.5% | -63.9% |
| 1Y | -25.8% | -13.1% | -12.7% | -30.4% |
| All | -25.8% | -14.2% | -11.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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