-81.0%
TE vs COMP
-52.0%
-29.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.6% |
| 7D | -19.1% | 0.0% | -19.1% | -19.0% |
| 30D | -34.1% | +16.6% | -50.7% | -37.4% |
| 3M | -60.1% | -23.5% | -36.6% | -56.9% |
| 6M | -66.0% | +25.7% | -91.7% | -68.4% |
| YTD | -71.4% | -3.4% | -68.0% | -72.2% |
| 1Y | -45.3% | +7.6% | -52.9% | -48.3% |
| 3Y | +9.1% | +423.6% | -414.4% | -41.7% |
| 5Y | -82.6% | -10.6% | -72.0% | -86.2% |
| All | -81.0% | -52.0% | -29.0% | -84.8% |
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