-18.3%
TE vs EL
-30.9%
+12.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.1% | +12.1% | +10.7% |
| 7D | +18.2% | +1.7% | +16.5% | +17.4% |
| 30D | -13.5% | +15.5% | -29.0% | -18.1% |
| 3M | -44.6% | +20.6% | -65.1% | -48.4% |
| 6M | -24.7% | +10.5% | -35.2% | -28.6% |
| YTD | -24.3% | -1.9% | -22.4% | -26.1% |
| 1Y | +155.6% | +16.1% | +139.5% | +131.4% |
| 3Y | -18.3% | -30.2% | +12.0% | -12.8% |
| All | -18.3% | -30.9% | +12.7% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling