-66.0%
TE vs EW
+34.7%
-100.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | -19.1% | +4.9% | -24.0% | -19.6% |
| 30D | -34.1% | +23.9% | -58.1% | -35.8% |
| 3M | -60.1% | +15.8% | -75.9% | -60.2% |
| 6M | -66.0% | +31.7% | -97.6% | -72.8% |
| All | -66.0% | +34.7% | -100.6% | -72.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling