-81.4%
TE vs EL
-64.6%
-16.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.7% |
| 7D | -26.9% | +7.6% | -34.5% | -29.1% |
| 30D | -38.9% | +15.7% | -54.6% | -42.6% |
| 3M | -61.0% | +30.5% | -91.6% | -65.5% |
| 6M | -66.4% | +32.5% | -98.9% | -70.9% |
| YTD | -69.0% | +9.4% | -78.5% | -71.6% |
| 1Y | -54.0% | +28.4% | -82.4% | -60.8% |
| 3Y | +38.0% | +4.4% | +33.6% | +18.5% |
| All | -81.4% | -64.6% | -16.8% | -66.0% |
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