-50.0%
TE vs FIVE
+98.0%
-148.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.3% |
| 7D | +15.0% | +1.7% | +13.3% | +14.5% |
| 30D | -7.5% | +5.0% | -12.5% | -8.9% |
| 3M | -42.0% | +29.5% | -71.5% | -45.6% |
| 6M | -31.4% | +12.4% | -43.8% | -34.0% |
| YTD | -26.5% | +31.2% | -57.7% | -31.8% |
| 1Y | +153.1% | +72.9% | +80.2% | +119.7% |
| 3Y | -20.7% | +53.0% | -73.7% | -32.3% |
| 5Y | -45.4% | +34.2% | -79.6% | -53.4% |
| All | -50.0% | +98.0% | -148.0% | -57.7% |
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