-53.1%
TE vs BR
+47.7%
-100.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +0.2% | -3.0% | +3.2% | +0.9% |
| 30D | -5.9% | -0.3% | -5.6% | -6.0% |
| 3M | -45.6% | +17.3% | -62.9% | -48.7% |
| 6M | -43.4% | -6.7% | -36.7% | -42.3% |
| YTD | -31.0% | -23.4% | -7.5% | -24.9% |
| 1Y | +145.2% | -32.7% | +177.9% | +181.5% |
| 3Y | -24.1% | -5.9% | -18.1% | -26.2% |
| 5Y | -48.1% | +8.4% | -56.6% | -54.2% |
| All | -53.1% | +47.7% | -100.7% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling