-79.9%
TE vs FIVE
+98.0%
-177.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.4% | -6.1% | -7.2% |
| 7D | -13.6% | +2.4% | -16.0% | -14.2% |
| 30D | -37.7% | +15.8% | -53.5% | -39.8% |
| 3M | -59.8% | +3.8% | -63.6% | -60.3% |
| 6M | -66.3% | +18.5% | -84.9% | -67.9% |
| YTD | -70.5% | +31.2% | -101.7% | -72.7% |
| 1Y | -48.8% | +61.8% | -110.6% | -54.7% |
| 3Y | +31.3% | +39.9% | -8.5% | +14.2% |
| 5Y | -82.0% | +18.3% | -100.4% | -84.6% |
| All | -79.9% | +98.0% | -177.9% | -83.1% |
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