-53.4%
TE vs CG
+67.5%
-120.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.4% | -5.4% |
| 7D | +0.9% | -9.8% | +10.7% | +6.6% |
| 30D | -16.3% | -10.3% | -6.0% | -11.6% |
| 3M | -40.8% | -1.7% | -39.1% | -40.4% |
| 6M | -42.6% | -9.8% | -32.8% | -40.2% |
| YTD | -31.4% | -25.6% | -5.8% | -20.7% |
| 1Y | +144.9% | -32.5% | +177.4% | +196.8% |
| 3Y | -26.0% | +45.6% | -71.7% | -35.1% |
| 5Y | -48.5% | +3.7% | -52.1% | -51.7% |
| All | -53.4% | +67.5% | -120.8% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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