+148.6%
TE vs FIVE
+66.7%
+82.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | 0.0% |
| 7D | -4.0% | +4.3% | -8.2% | -5.1% |
| 30D | -15.9% | +12.5% | -28.4% | -19.1% |
| 3M | -60.5% | +31.2% | -91.8% | -63.6% |
| 6M | -35.2% | +14.4% | -49.6% | -38.3% |
| YTD | -31.1% | +33.9% | -65.0% | -36.7% |
| 1Y | +148.6% | +65.1% | +83.6% | +127.0% |
| All | +148.6% | +66.7% | +82.0% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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