+148.6%
TE vs CP
+19.9%
+128.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -4.0% | -2.7% | -1.3% | -3.8% |
| 30D | -15.9% | +0.2% | -16.1% | -15.9% |
| 3M | -60.5% | +2.6% | -63.1% | -60.7% |
| 6M | -35.2% | +6.0% | -41.2% | -35.8% |
| YTD | -31.1% | +24.9% | -56.1% | -24.8% |
| 1Y | +148.6% | +20.1% | +128.5% | +149.3% |
| All | +148.6% | +19.9% | +128.7% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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