-53.2%
TE vs EW
+14.4%
-67.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | -15.9% | +1.0% | -17.0% | -16.3% |
| 3M | -60.5% | +2.8% | -63.4% | -61.0% |
| 6M | -35.2% | +5.5% | -40.7% | -36.6% |
| YTD | -31.1% | +5.5% | -36.6% | -32.7% |
| 1Y | +148.6% | +11.0% | +137.6% | +138.8% |
| 3Y | -26.4% | +17.7% | -44.1% | -33.8% |
| 5Y | -48.0% | -25.7% | -22.3% | -48.5% |
| All | -53.2% | +14.4% | -67.6% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling