-78.8%
TE vs COMP
-51.7%
-27.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.1% |
| 7D | -22.0% | +2.2% | -24.2% | -22.3% |
| 30D | -33.6% | +16.3% | -50.0% | -36.9% |
| 3M | -61.1% | -19.1% | -41.9% | -58.7% |
| 6M | -64.7% | +17.1% | -81.9% | -66.6% |
| YTD | -68.1% | -2.9% | -65.2% | -69.0% |
| 1Y | -51.7% | +8.8% | -60.5% | -54.5% |
| 3Y | +42.0% | +423.5% | -381.5% | -24.2% |
| 5Y | -80.8% | -10.5% | -70.3% | -84.8% |
| All | -78.8% | -51.7% | -27.1% | -83.1% |
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