-81.4%
TE vs EW
-12.6%
-68.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.3% |
| 7D | -26.9% | +9.3% | -36.1% | -29.9% |
| 30D | -38.9% | +22.1% | -61.0% | -44.3% |
| 3M | -61.0% | +13.0% | -74.0% | -63.3% |
| 6M | -66.4% | +30.1% | -96.5% | -70.6% |
| YTD | -69.0% | +22.0% | -91.0% | -72.2% |
| 1Y | -54.0% | +23.7% | -77.7% | -59.0% |
| 3Y | +38.0% | +62.0% | -24.0% | -7.7% |
| All | -81.4% | -12.6% | -68.8% | -80.7% |
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