-53.2%
TE vs EL
-46.5%
-6.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.3% |
| 7D | -4.0% | +0.8% | -4.8% | -4.2% |
| 30D | -15.9% | +19.8% | -35.7% | -21.6% |
| 3M | -60.5% | +25.7% | -86.3% | -64.0% |
| 6M | -35.2% | +5.4% | -40.7% | -37.8% |
| YTD | -31.1% | +0.2% | -31.4% | -33.7% |
| 1Y | +148.6% | +20.4% | +128.2% | +121.4% |
| 3Y | -26.4% | -32.1% | +5.7% | -23.3% |
| 5Y | -48.0% | -67.2% | +19.2% | -32.5% |
| All | -53.2% | -46.5% | -6.7% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling