-53.2%
TE vs EAT
+445.9%
-499.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -15.9% | +1.9% | -17.8% | -16.6% |
| 3M | -60.5% | +68.7% | -129.2% | -64.3% |
| 6M | -35.2% | +66.9% | -102.1% | -41.8% |
| YTD | -31.1% | +60.4% | -91.5% | -37.8% |
| 1Y | +148.6% | +44.0% | +104.7% | +128.1% |
| 3Y | -26.4% | +604.7% | -631.1% | -46.7% |
| 5Y | -48.0% | +347.0% | -395.1% | -62.2% |
| All | -53.2% | +445.9% | -499.1% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling