-79.9%
TE vs EL
-43.1%
-36.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -6.9% |
| 7D | -13.6% | +2.7% | -16.3% | -14.4% |
| 30D | -37.7% | +10.8% | -48.5% | -39.9% |
| 3M | -59.8% | +26.5% | -86.3% | -63.3% |
| 6M | -66.3% | +31.1% | -97.5% | -70.0% |
| YTD | -70.5% | +6.6% | -77.1% | -72.3% |
| 1Y | -48.8% | +21.8% | -70.6% | -54.2% |
| 3Y | +31.3% | +1.8% | +29.6% | +17.9% |
| 5Y | -82.0% | -65.6% | -16.5% | -77.2% |
| All | -79.9% | -43.1% | -36.9% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling