-78.3%
TE vs CP
+91.8%
-170.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -22.0% | -0.7% | -21.3% | -21.7% |
| 30D | -33.6% | +9.6% | -43.3% | -36.5% |
| 3M | -61.1% | +2.2% | -63.3% | -61.6% |
| 6M | -64.7% | +11.1% | -75.8% | -66.5% |
| YTD | -68.1% | +28.2% | -96.3% | -71.9% |
| 1Y | -51.7% | +32.2% | -83.9% | -58.1% |
| 3Y | +42.0% | +35.5% | +6.5% | +25.5% |
| 5Y | -80.8% | +26.8% | -107.6% | -82.7% |
| All | -78.3% | +91.8% | -170.1% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling