-77.3%
TE vs COMP
-56.6%
-20.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -8.2% | -8.3% | -14.0% |
| 7D | -20.3% | -1.8% | -18.5% | -19.8% |
| 30D | -40.0% | -0.8% | -39.2% | -40.0% |
| 3M | -58.3% | -28.1% | -30.2% | -54.1% |
| 6M | -57.3% | +27.0% | -84.3% | -61.0% |
| YTD | -65.9% | -12.8% | -53.1% | -65.7% |
| 1Y | -44.3% | +4.9% | -49.1% | -46.8% |
| 3Y | -36.0% | +321.0% | -357.0% | -63.1% |
| 5Y | -80.1% | -25.6% | -54.6% | -83.5% |
| All | -77.3% | -56.6% | -20.7% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling