+160.8%
TE vs CAPR
+42.0%
+118.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.6% | +13.6% | +10.0% |
| 7D | +18.2% | -9.5% | +27.7% | +18.2% |
| 30D | -13.5% | +121.5% | -135.0% | -13.0% |
| 3M | -44.6% | -65.4% | +20.8% | -44.9% |
| 6M | -24.7% | -67.5% | +42.8% | -25.1% |
| YTD | -24.3% | -68.6% | +44.4% | -24.7% |
| All | +160.8% | +42.0% | +118.8% | +181.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling