-48.8%
TE vs EW
+24.1%
-73.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -13.6% | +4.9% | -18.5% | -14.5% |
| 30D | -37.7% | +24.1% | -61.7% | -40.7% |
| 3M | -59.8% | +13.7% | -73.5% | -60.7% |
| 6M | -66.3% | +32.7% | -99.0% | -69.2% |
| YTD | -70.5% | +24.1% | -94.6% | -72.1% |
| 1Y | -48.8% | +23.6% | -72.5% | -51.9% |
| All | -48.8% | +24.1% | -73.0% | -51.9% |
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 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