-80.4%
TE vs COMP
-52.8%
-27.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.8% |
| 7D | -13.6% | +8.9% | -22.5% | -15.9% |
| 30D | -37.7% | +14.0% | -51.6% | -40.3% |
| 3M | -59.8% | -21.1% | -38.7% | -57.0% |
| 6M | -66.3% | +20.1% | -86.4% | -68.3% |
| YTD | -70.5% | -5.0% | -65.5% | -71.1% |
| 1Y | -48.8% | +5.7% | -54.5% | -51.4% |
| 3Y | +31.3% | +412.2% | -380.9% | -29.3% |
| 5Y | -82.0% | -12.1% | -70.0% | -85.6% |
| All | -80.4% | -52.8% | -27.6% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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