-25.8%
TE vs EW
+19.7%
-45.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -4.6% |
| 7D | +3.8% | +8.3% | -4.5% | +1.8% |
| 30D | -26.2% | +13.9% | -40.1% | -28.3% |
| 3M | -49.7% | +10.9% | -60.6% | -50.9% |
| 6M | -46.5% | +19.2% | -65.7% | -49.4% |
| YTD | -59.1% | +16.6% | -75.7% | -60.9% |
| 1Y | -25.8% | +18.1% | -43.9% | -29.4% |
| All | -25.8% | +19.7% | -45.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling