-53.4%
TE vs EL
-50.3%
-3.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -5.9% |
| 7D | +0.9% | -4.4% | +5.2% | +2.5% |
| 30D | -16.3% | +10.3% | -26.5% | -19.7% |
| 3M | -40.8% | +13.4% | -54.1% | -43.9% |
| 6M | -42.6% | +3.1% | -45.7% | -44.6% |
| YTD | -31.4% | -6.9% | -24.5% | -32.2% |
| 1Y | +144.9% | +11.9% | +133.0% | +123.7% |
| 3Y | -26.0% | -33.8% | +7.8% | -22.3% |
| 5Y | -48.5% | -69.0% | +20.5% | -31.4% |
| All | -53.4% | -50.3% | -3.1% | -38.6% |
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