-45.4%
TE vs EW
-29.9%
-15.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.7% |
| 7D | +15.0% | -5.1% | +20.1% | +17.5% |
| 30D | -7.5% | -6.4% | -1.2% | -5.0% |
| 3M | -42.0% | -1.6% | -40.4% | -42.1% |
| 6M | -31.4% | +2.3% | -33.7% | -32.9% |
| YTD | -26.5% | +1.1% | -27.6% | -27.7% |
| 1Y | +153.1% | +8.0% | +145.1% | +140.6% |
| 3Y | -20.7% | +16.3% | -37.0% | -34.4% |
| 5Y | -45.4% | -29.4% | -16.0% | -36.9% |
| All | -45.4% | -29.9% | -15.6% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling