+9.1%
TE vs FIVE
+40.0%
-30.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -19.1% | +2.7% | -21.7% | -19.7% |
| 30D | -34.1% | +12.7% | -46.8% | -36.1% |
| 3M | -60.1% | +2.1% | -62.2% | -60.5% |
| 6M | -66.0% | +17.5% | -83.4% | -67.6% |
| YTD | -71.4% | +31.0% | -102.4% | -73.7% |
| 1Y | -45.3% | +67.7% | -113.0% | -52.5% |
| 3Y | +9.1% | +43.4% | -34.2% | -2.1% |
| All | +9.1% | +40.0% | -30.8% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling