-49.1%
TE vs COMP
+25.5%
-74.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.6% | -5.0% |
| 7D | -10.5% | +14.5% | -25.1% | -14.7% |
| 30D | -32.4% | +14.9% | -47.4% | -35.9% |
| 3M | -60.9% | -14.2% | -46.6% | -59.0% |
| 6M | -62.8% | +23.7% | -86.6% | -65.7% |
| YTD | -65.7% | +2.1% | -67.8% | -66.5% |
| All | -49.1% | +25.5% | -74.6% | -53.3% |
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 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