+148.6%
TE vs EL
+14.8%
+133.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.9% |
| 7D | -4.0% | +0.8% | -4.8% | -4.1% |
| 30D | -15.9% | +19.8% | -35.7% | -18.1% |
| 3M | -60.5% | +25.7% | -86.3% | -61.9% |
| 6M | -35.2% | +5.4% | -40.7% | -34.1% |
| YTD | -31.1% | +0.2% | -31.4% | -30.2% |
| 1Y | +148.6% | +20.4% | +128.2% | +162.2% |
| All | +148.6% | +14.8% | +133.9% | +162.2% |
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