-78.9%
TE vs CF
+216.1%
-295.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -9.8% |
| 7D | -26.9% | +4.8% | -31.6% | -27.2% |
| 30D | -38.9% | +9.7% | -48.6% | -39.6% |
| 3M | -61.0% | +1.2% | -62.3% | -61.2% |
| 6M | -66.4% | +7.4% | -73.8% | -67.1% |
| YTD | -69.0% | +60.5% | -129.5% | -72.2% |
| 1Y | -54.0% | +50.7% | -104.7% | -58.3% |
| 3Y | +38.0% | +64.8% | -26.8% | +21.4% |
| 5Y | -81.0% | +115.8% | -196.8% | -83.5% |
| All | -78.9% | +216.1% | -295.0% | -82.1% |
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