-25.8%
TE vs FND
-10.3%
-15.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.9% | -14.5% | -7.0% |
| 7D | +3.8% | +12.3% | -8.5% | -0.3% |
| 30D | -26.2% | +14.7% | -41.0% | -29.7% |
| 3M | -49.7% | -12.0% | -37.7% | -47.6% |
| 6M | -46.5% | +10.8% | -57.2% | -50.4% |
| YTD | -59.1% | -12.3% | -46.8% | -58.6% |
| 1Y | -25.8% | -13.4% | -12.4% | -26.0% |
| All | -25.8% | -10.3% | -15.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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