-50.0%
TE vs CP
+83.8%
-133.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.4% |
| 7D | +15.0% | +0.6% | +14.4% | +14.7% |
| 30D | -7.5% | -0.5% | -7.0% | -7.4% |
| 3M | -42.0% | +0.1% | -42.0% | -42.4% |
| 6M | -31.4% | +7.8% | -39.2% | -34.1% |
| YTD | -26.5% | +22.9% | -49.3% | -33.7% |
| 1Y | +153.1% | +21.3% | +131.8% | +128.6% |
| 3Y | -20.7% | +20.4% | -41.0% | -26.3% |
| 5Y | -45.4% | +34.9% | -80.4% | -49.8% |
| All | -50.0% | +83.8% | -133.8% | -54.1% |
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