-79.7%
TE vs CAPR
+160.6%
-240.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.4% | -3.2% |
| 7D | -10.5% | +36.0% | -46.6% | -11.1% |
| 30D | -32.4% | +25.8% | -58.2% | -32.8% |
| 3M | -60.9% | +140.8% | -201.7% | -61.6% |
| 6M | -62.8% | -67.6% | +4.8% | -62.6% |
| YTD | -65.7% | -65.9% | +0.2% | -65.6% |
| 1Y | -39.9% | +66.1% | -106.0% | -44.3% |
| 3Y | +10.6% | +256.9% | -246.3% | -26.4% |
| 5Y | -79.7% | +172.1% | -251.8% | -88.0% |
| All | -79.7% | +160.6% | -240.2% | -88.0% |
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