-45.4%
TE vs EAT
+310.8%
-356.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.3% | -1.8% |
| 7D | +15.0% | -6.8% | +21.8% | +17.7% |
| 30D | -7.5% | -5.4% | -2.2% | -6.9% |
| 3M | -42.0% | +42.8% | -84.7% | -50.5% |
| 6M | -31.4% | +56.5% | -87.9% | -45.2% |
| YTD | -26.5% | +50.0% | -76.5% | -40.5% |
| 1Y | +153.1% | +38.3% | +114.8% | +110.3% |
| 3Y | -20.7% | +591.6% | -612.3% | -68.5% |
| 5Y | -45.4% | +312.6% | -358.1% | -76.1% |
| All | -45.4% | +310.8% | -356.3% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling