+38.0%
TE vs CF
+62.9%
-24.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -9.4% |
| 7D | -26.9% | +4.8% | -31.6% | -26.4% |
| 30D | -38.9% | +9.7% | -48.6% | -38.5% |
| 3M | -61.0% | +1.2% | -62.3% | -60.8% |
| 6M | -66.4% | +7.4% | -73.8% | -66.5% |
| YTD | -69.0% | +60.5% | -129.5% | -72.6% |
| 1Y | -54.0% | +50.7% | -104.7% | -58.7% |
| 3Y | +38.0% | +64.8% | -26.8% | +5.3% |
| All | +38.0% | +62.9% | -24.9% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling