-47.3%
TE vs CAPR
+84.7%
-132.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -4.0% | -2.0% | -2.0% | -3.9% |
| 30D | -15.9% | +139.2% | -155.1% | -17.4% |
| 3M | -60.5% | -66.4% | +5.8% | -60.3% |
| 6M | -35.2% | -63.1% | +27.9% | -35.0% |
| YTD | -31.1% | -67.4% | +36.3% | -30.8% |
| 1Y | +148.6% | +58.2% | +90.4% | +130.9% |
| 3Y | -26.4% | +42.2% | -68.6% | -43.8% |
| All | -47.3% | +84.7% | -132.0% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling