-54.0%
TE vs COMP
+16.2%
-70.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.4% | -2.2% | -6.9% |
| 7D | -26.9% | +7.2% | -34.0% | -28.4% |
| 30D | -38.9% | +6.4% | -45.3% | -40.3% |
| 3M | -61.0% | -19.4% | -41.6% | -58.2% |
| 6M | -66.4% | +14.6% | -81.0% | -68.0% |
| YTD | -69.0% | -5.5% | -63.5% | -68.8% |
| 1Y | -54.0% | +13.7% | -67.7% | -56.6% |
| All | -54.0% | +16.2% | -70.2% | -56.6% |
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