+143.6%
TE vs FND
-45.9%
+189.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.3% |
| 7D | +0.9% | -5.1% | +6.0% | +2.2% |
| 30D | -16.3% | -22.5% | +6.3% | -10.4% |
| 3M | -40.8% | -5.0% | -35.7% | -41.1% |
| 6M | -42.6% | -21.5% | -21.1% | -40.8% |
| YTD | -31.4% | -23.0% | -8.4% | -27.9% |
| All | +143.6% | -45.9% | +189.5% | +39.1% |
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