-53.4%
TE vs EAT
+409.1%
-462.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.7% |
| 7D | +0.9% | -6.2% | +7.1% | +1.9% |
| 30D | -16.3% | -3.0% | -13.2% | -16.3% |
| 3M | -40.8% | +45.6% | -86.4% | -45.0% |
| 6M | -42.6% | +53.5% | -96.2% | -47.8% |
| YTD | -31.4% | +49.6% | -81.0% | -37.4% |
| 1Y | +144.9% | +38.9% | +106.0% | +125.8% |
| 3Y | -26.0% | +589.7% | -615.7% | -46.1% |
| 5Y | -48.5% | +318.7% | -367.1% | -62.1% |
| All | -53.4% | +409.1% | -462.5% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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