-50.0%
TE vs CAPR
+385.4%
-435.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.7% | -2.9% |
| 7D | +15.0% | -12.6% | +27.6% | +15.2% |
| 30D | -7.5% | +124.4% | -131.9% | -8.8% |
| 3M | -42.0% | -66.8% | +24.8% | -41.7% |
| 6M | -31.4% | -71.8% | +40.4% | -31.0% |
| YTD | -26.5% | -70.1% | +43.6% | -26.1% |
| 1Y | +153.1% | +33.3% | +119.8% | +141.6% |
| 3Y | -20.7% | +36.7% | -57.4% | -27.2% |
| 5Y | -45.4% | +72.5% | -117.9% | -50.9% |
| All | -50.0% | +385.4% | -435.4% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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