-80.5%
TE vs CF
+223.2%
-303.7%
-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% | -3.2% | -3.1% |
| 7D | -19.1% | +4.8% | -23.8% | -19.4% |
| 30D | -34.1% | +4.7% | -38.9% | -34.5% |
| 3M | -60.1% | +7.4% | -67.5% | -60.5% |
| 6M | -66.0% | +0.6% | -66.5% | -66.3% |
| YTD | -71.4% | +64.1% | -135.5% | -74.4% |
| 1Y | -45.3% | +51.4% | -96.7% | -50.4% |
| 3Y | +9.1% | +67.8% | -58.7% | -4.1% |
| 5Y | -82.6% | +114.1% | -196.7% | -84.9% |
| All | -80.5% | +223.2% | -303.7% | -83.5% |
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 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