-79.7%
TE vs COMP
-17.6%
-62.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.2% | +0.1% |
| 7D | -12.6% | +13.4% | -26.0% | -16.1% |
| 30D | -36.7% | +11.1% | -47.8% | -39.1% |
| 3M | -57.5% | -18.8% | -38.6% | -54.9% |
| 6M | -55.2% | +10.5% | -65.7% | -57.0% |
| YTD | -64.7% | -3.4% | -61.3% | -65.7% |
| 1Y | -35.9% | +19.7% | -55.6% | -41.6% |
| 3Y | -31.8% | +381.6% | -413.4% | -63.3% |
| All | -79.7% | -17.6% | -62.1% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling