-48.5%
TE vs BR
+48.4%
-96.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.5% | +12.5% | +10.6% |
| 7D | +18.2% | -5.9% | +24.2% | +20.0% |
| 30D | -13.5% | +1.9% | -15.4% | -14.2% |
| 3M | -44.6% | +14.7% | -59.2% | -47.3% |
| 6M | -24.7% | -12.8% | -11.9% | -21.5% |
| YTD | -24.3% | -23.0% | -1.2% | -17.6% |
| 1Y | +155.6% | -31.7% | +187.2% | +191.7% |
| 3Y | -18.3% | -4.8% | -13.5% | -20.9% |
| 5Y | -41.3% | +7.8% | -49.1% | -48.3% |
| All | -48.5% | +48.4% | -96.9% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling