-16.6%
TE vs EAT
+610.8%
-627.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.4% | +13.4% | +11.0% |
| 7D | +18.2% | -4.9% | +23.1% | +19.9% |
| 30D | -13.5% | -1.2% | -12.3% | -14.2% |
| 3M | -44.6% | +52.2% | -96.8% | -53.3% |
| 6M | -24.7% | +65.0% | -89.7% | -40.3% |
| YTD | -24.3% | +55.0% | -79.3% | -38.6% |
| 1Y | +155.6% | +42.1% | +113.5% | +114.5% |
| All | -16.6% | +610.8% | -627.5% | -73.3% |
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