-19.1%
TE vs FND
-50.0%
+30.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | +15.0% | -0.8% | +15.8% | +15.1% |
| 30D | -7.5% | -19.6% | +12.1% | +2.2% |
| 3M | -42.0% | -4.3% | -37.6% | -42.5% |
| 6M | -31.4% | -20.4% | -11.0% | -26.1% |
| YTD | -26.5% | -21.9% | -4.6% | -20.9% |
| 1Y | +153.1% | -45.2% | +198.3% | +223.2% |
| All | -19.1% | -50.0% | +30.9% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling