-53.2%
TE vs FIVE
+102.0%
-155.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.1% |
| 7D | -4.0% | +4.3% | -8.2% | -5.0% |
| 30D | -15.9% | +12.5% | -28.4% | -18.4% |
| 3M | -60.5% | +31.2% | -91.8% | -63.2% |
| 6M | -35.2% | +14.4% | -49.6% | -37.9% |
| YTD | -31.1% | +33.9% | -65.0% | -36.4% |
| 1Y | +148.6% | +65.1% | +83.6% | +118.1% |
| 3Y | -26.4% | +49.0% | -75.4% | -36.8% |
| 5Y | -48.0% | +30.3% | -78.3% | -55.8% |
| All | -53.2% | +102.0% | -155.2% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling