-18.3%
TE vs BUD
+48.7%
-66.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.8% | +10.1% |
| 7D | +18.2% | +0.8% | +17.5% | +18.1% |
| 30D | -13.5% | -4.8% | -8.7% | -12.8% |
| 3M | -44.6% | +1.4% | -45.9% | -45.4% |
| 6M | -24.7% | +9.9% | -34.6% | -27.7% |
| YTD | -24.3% | +26.3% | -50.6% | -31.8% |
| 1Y | +155.6% | +36.1% | +119.4% | +120.5% |
| 3Y | -18.3% | +48.6% | -66.8% | -34.4% |
| All | -18.3% | +48.7% | -66.9% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling