-48.8%
TE vs FIVE
+63.0%
-111.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.4% | -6.1% | -7.0% |
| 7D | -13.6% | +2.4% | -16.0% | -14.5% |
| 30D | -37.7% | +15.8% | -53.5% | -40.7% |
| 3M | -59.8% | +3.8% | -63.6% | -60.5% |
| 6M | -66.3% | +18.5% | -84.9% | -69.0% |
| YTD | -70.5% | +31.2% | -101.7% | -76.2% |
| 1Y | -48.8% | +61.8% | -110.6% | -66.9% |
| All | -48.8% | +63.0% | -111.9% | -66.9% |
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