-80.5%
TE vs EW
+36.4%
-116.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.4% |
| 7D | -19.1% | +4.9% | -24.0% | -20.3% |
| 30D | -34.1% | +23.9% | -58.1% | -38.4% |
| 3M | -60.1% | +15.8% | -75.9% | -62.0% |
| 6M | -66.0% | +31.7% | -97.6% | -68.9% |
| YTD | -71.4% | +25.7% | -97.1% | -73.6% |
| 1Y | -45.3% | +24.4% | -69.7% | -49.3% |
| 3Y | +9.1% | +65.9% | -56.7% | -13.2% |
| 5Y | -82.6% | -7.6% | -75.0% | -83.7% |
| All | -80.5% | +36.4% | -116.9% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling