+9.1%
TE vs FND
-39.5%
+48.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.1% |
| 7D | -19.1% | -6.8% | -12.2% | -16.4% |
| 30D | -34.1% | +8.0% | -42.1% | -36.5% |
| 3M | -60.1% | -18.9% | -41.2% | -56.4% |
| 6M | -66.0% | +4.7% | -70.6% | -67.7% |
| YTD | -71.4% | -21.6% | -49.8% | -69.4% |
| 1Y | -45.3% | -22.0% | -23.3% | -41.6% |
| 3Y | +9.1% | -40.4% | +49.6% | +8.8% |
| All | +9.1% | -39.5% | +48.7% | +8.8% |
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