-76.3%
TE vs FGI
-68.3%
-8.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +2.7% |
| 7D | -22.0% | +6.9% | -28.9% | -22.2% |
| 30D | -33.6% | +3.9% | -37.6% | -33.7% |
| 3M | -61.1% | +74.3% | -135.3% | -62.7% |
| 6M | -64.7% | +28.9% | -93.7% | -65.9% |
| YTD | -68.1% | +39.1% | -107.2% | -70.1% |
| 1Y | -51.7% | +49.3% | -101.0% | -54.9% |
| 3Y | +42.0% | +5.7% | +36.3% | +30.5% |
| All | -76.3% | -68.3% | -8.0% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling