+144.9%
TE vs EAT
+38.2%
+106.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.7% |
| 7D | +0.9% | -6.2% | +7.1% | +1.0% |
| 30D | -16.3% | -3.0% | -13.2% | -16.4% |
| 3M | -40.8% | +45.6% | -86.4% | -44.2% |
| 6M | -42.6% | +53.5% | -96.2% | -47.4% |
| YTD | -31.4% | +49.6% | -81.0% | -36.8% |
| 1Y | +144.9% | +38.9% | +106.0% | +150.7% |
| All | +144.9% | +38.2% | +106.7% | +150.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling