+18.3%
TE vs EW
+58.0%
-39.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.5% |
| 7D | -26.9% | +9.3% | -36.1% | -28.1% |
| 30D | -38.9% | +22.1% | -61.0% | -41.2% |
| 3M | -61.0% | +13.0% | -74.0% | -61.9% |
| 6M | -66.4% | +30.1% | -96.5% | -68.2% |
| YTD | -69.0% | +22.0% | -91.0% | -70.3% |
| 1Y | -54.0% | +23.7% | -77.7% | -56.1% |
| All | +18.3% | +58.0% | -39.7% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling