+9.1%
TE vs EAT
+476.7%
-467.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -19.1% | -4.0% | -15.1% | -17.9% |
| 30D | -34.1% | -2.9% | -31.2% | -33.4% |
| 3M | -60.1% | -16.9% | -43.2% | -58.1% |
| 6M | -66.0% | +57.0% | -122.9% | -72.2% |
| YTD | -71.4% | +38.2% | -109.6% | -76.1% |
| 1Y | -45.3% | +69.3% | -114.6% | -58.2% |
| 3Y | +9.1% | +483.0% | -473.8% | -67.4% |
| All | +9.1% | +476.7% | -467.6% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling