-45.4%
TE vs EL
-68.4%
+22.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.8% |
| 7D | +15.0% | -2.4% | +17.3% | +16.0% |
| 30D | -7.5% | +13.7% | -21.2% | -13.2% |
| 3M | -42.0% | +14.5% | -56.5% | -45.8% |
| 6M | -31.4% | +7.4% | -38.8% | -35.5% |
| YTD | -26.5% | -4.7% | -21.8% | -28.4% |
| 1Y | +153.1% | +12.9% | +140.2% | +125.0% |
| 3Y | -20.7% | -32.2% | +11.6% | -14.3% |
| 5Y | -45.4% | -68.4% | +22.9% | +4.7% |
| All | -45.4% | -68.4% | +22.9% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling