-25.8%
TE vs EL
+25.6%
-51.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.3% | -9.8% | -4.9% |
| 7D | +3.8% | +2.5% | +1.3% | +3.2% |
| 30D | -26.2% | +20.1% | -46.3% | -29.2% |
| 3M | -49.7% | +29.3% | -79.0% | -52.5% |
| 6M | -46.5% | +38.8% | -85.2% | -50.8% |
| YTD | -59.1% | +8.1% | -67.2% | -62.1% |
| 1Y | -25.8% | +22.3% | -48.2% | -42.1% |
| All | -25.8% | +25.6% | -51.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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