-76.7%
TE vs FIVE
+103.3%
-180.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.6% | -8.6% | -4.3% |
| 7D | -10.5% | +6.2% | -16.7% | -11.9% |
| 30D | -32.4% | +18.2% | -50.6% | -35.1% |
| 3M | -60.9% | +3.8% | -64.7% | -61.4% |
| 6M | -62.8% | +13.7% | -76.6% | -64.3% |
| YTD | -65.7% | +34.7% | -100.4% | -68.4% |
| 1Y | -39.9% | +66.6% | -106.5% | -47.2% |
| 3Y | +10.6% | +44.3% | -33.7% | -4.6% |
| 5Y | -79.7% | +18.8% | -98.4% | -82.6% |
| All | -76.7% | +103.3% | -180.0% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling