-24.5%
TE vs BR
-5.0%
-19.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | +0.9% | -6.0% | +6.8% | +0.7% |
| 30D | -16.3% | -0.9% | -15.4% | -16.2% |
| 3M | -40.8% | +16.4% | -57.1% | -40.7% |
| 6M | -42.6% | -8.2% | -34.4% | -39.7% |
| YTD | -31.4% | -23.2% | -8.2% | -23.4% |
| 1Y | +144.9% | -30.9% | +175.8% | +189.2% |
| All | -24.5% | -5.0% | -19.5% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling