-48.8%
TE vs COMP
+6.6%
-55.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.7% |
| 7D | -13.6% | +8.9% | -22.5% | -16.2% |
| 30D | -37.7% | +14.0% | -51.6% | -40.6% |
| 3M | -59.8% | -21.1% | -38.7% | -56.4% |
| 6M | -66.3% | +20.1% | -86.4% | -68.4% |
| YTD | -70.5% | -5.0% | -65.5% | -70.6% |
| 1Y | -48.8% | +5.7% | -54.5% | -53.2% |
| All | -48.8% | +6.6% | -55.4% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling