-53.1%
TE vs FGI
+41.8%
-94.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | -26.9% | -4.1% | -22.8% | -26.7% |
| 30D | -38.9% | -3.4% | -35.6% | -38.9% |
| 3M | -61.0% | +61.8% | -122.8% | -62.9% |
| 6M | -66.4% | +17.0% | -83.4% | -67.3% |
| YTD | -69.0% | +31.4% | -100.4% | -72.5% |
| All | -53.1% | +41.8% | -94.9% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling