-76.7%
TE vs CF
+208.2%
-284.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -10.5% | -0.9% | -9.7% | -10.6% |
| 30D | -32.4% | +6.9% | -39.4% | -33.1% |
| 3M | -60.9% | +4.8% | -65.7% | -61.3% |
| 6M | -62.8% | +4.7% | -67.5% | -63.6% |
| YTD | -65.7% | +56.5% | -122.2% | -69.2% |
| 1Y | -39.9% | +48.4% | -88.3% | -45.5% |
| 3Y | +10.6% | +59.1% | -48.5% | -2.2% |
| 5Y | -79.7% | +109.5% | -189.2% | -82.3% |
| All | -76.7% | +208.2% | -284.8% | -80.1% |
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