-79.9%
TE vs CF
+222.7%
-302.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.4% | -8.9% | -7.6% |
| 7D | -13.6% | +5.4% | -19.0% | -14.0% |
| 30D | -37.7% | +6.5% | -44.2% | -38.2% |
| 3M | -59.8% | +4.6% | -64.4% | -60.1% |
| 6M | -66.3% | -3.3% | -63.0% | -66.4% |
| YTD | -70.5% | +63.9% | -134.4% | -73.6% |
| 1Y | -48.8% | +50.4% | -99.3% | -53.5% |
| 3Y | +31.3% | +68.2% | -36.9% | +15.3% |
| 5Y | -82.0% | +113.8% | -195.9% | -84.4% |
| All | -79.9% | +222.7% | -302.7% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling