-25.8%
TE vs BUD
+38.4%
-64.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -1.4% |
| 7D | +3.8% | +3.3% | +0.5% | +6.7% |
| 30D | -26.2% | +11.8% | -38.0% | -20.0% |
| 3M | -49.7% | -1.1% | -48.6% | -49.4% |
| 6M | -46.5% | +14.9% | -61.4% | -41.7% |
| YTD | -59.1% | +32.6% | -91.7% | -45.1% |
| 1Y | -25.8% | +37.2% | -63.0% | +4.2% |
| All | -25.8% | +38.4% | -64.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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