-50.0%
TE vs EW
+9.7%
-59.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.8% |
| 7D | +15.0% | -5.1% | +20.1% | +16.7% |
| 30D | -7.5% | -6.4% | -1.2% | -5.8% |
| 3M | -42.0% | -1.6% | -40.4% | -42.0% |
| 6M | -31.4% | +2.3% | -33.7% | -32.4% |
| YTD | -26.5% | +1.1% | -27.6% | -27.3% |
| 1Y | +153.1% | +8.0% | +145.1% | +144.8% |
| 3Y | -20.7% | +16.3% | -37.0% | -28.6% |
| 5Y | -45.4% | -29.4% | -16.0% | -45.3% |
| All | -50.0% | +9.7% | -59.7% | -49.9% |
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