-54.2%
TE vs COMP
-47.7%
-6.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.0% | +1.4% | -5.3% | -4.3% |
| 30D | -15.9% | -13.3% | -2.6% | -12.2% |
| 3M | -60.5% | +41.1% | -101.7% | -64.6% |
| 6M | -35.2% | +17.2% | -52.4% | -39.7% |
| YTD | -31.1% | +5.2% | -36.3% | -34.4% |
| 1Y | +148.6% | +18.9% | +129.7% | +127.2% |
| 3Y | -26.4% | +215.9% | -242.3% | -54.1% |
| 5Y | -48.0% | -31.2% | -16.8% | -58.1% |
| All | -54.2% | -47.7% | -6.5% | -64.2% |
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 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