-48.8%
TE vs FGI
-70.4%
+21.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | +1.1% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | -15.9% | +65.4% | -81.3% | -19.3% |
| 3M | -60.5% | +23.5% | -84.0% | -61.7% |
| 6M | -35.2% | +60.5% | -95.7% | -39.7% |
| YTD | -31.1% | +30.0% | -61.1% | -35.3% |
| 1Y | +148.6% | +82.1% | +66.6% | +126.0% |
| 3Y | -26.4% | -4.4% | -22.0% | -32.0% |
| All | -48.8% | -70.4% | +21.6% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling