+52.7%
TE vs COMP
+464.9%
-412.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.6% | -4.7% |
| 7D | -10.5% | +14.5% | -25.1% | -14.3% |
| 30D | -32.4% | +14.9% | -47.4% | -35.6% |
| 3M | -60.9% | -14.2% | -46.6% | -59.2% |
| 6M | -62.8% | +23.7% | -86.6% | -65.4% |
| YTD | -65.7% | +2.1% | -67.8% | -67.1% |
| 1Y | -39.9% | +26.2% | -66.1% | -45.7% |
| All | +52.7% | +464.9% | -412.3% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling