-18.3%
TE vs EW
+14.1%
-32.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.5% | +13.5% | +10.9% |
| 7D | +18.2% | -4.4% | +22.7% | +19.5% |
| 30D | -13.5% | -3.3% | -10.2% | -12.9% |
| 3M | -44.6% | +1.0% | -45.6% | -45.1% |
| 6M | -24.7% | +6.2% | -30.9% | -26.3% |
| YTD | -24.3% | +1.7% | -26.0% | -25.1% |
| 1Y | +155.6% | +8.1% | +147.4% | +148.7% |
| 3Y | -18.3% | +17.1% | -35.3% | -41.8% |
| All | -18.3% | +14.1% | -32.4% | -41.8% |
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 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