+148.6%
TE vs CF
+62.4%
+86.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | 0.0% |
| 7D | -4.0% | +6.0% | -10.0% | -1.3% |
| 30D | -15.9% | +14.8% | -30.8% | -10.2% |
| 3M | -60.5% | +14.1% | -74.6% | -57.8% |
| 6M | -35.2% | +28.5% | -63.7% | -26.5% |
| YTD | -31.1% | +74.9% | -106.1% | -17.9% |
| 1Y | +148.6% | +61.7% | +87.0% | +184.5% |
| All | +148.6% | +62.4% | +86.2% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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