-48.5%
TE vs FND
-62.8%
+14.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.0% |
| 7D | +0.9% | -5.1% | +6.0% | +3.2% |
| 30D | -16.3% | -22.5% | +6.3% | -5.4% |
| 3M | -40.8% | -5.0% | -35.7% | -41.0% |
| 6M | -42.6% | -21.5% | -21.1% | -37.5% |
| YTD | -31.4% | -23.0% | -8.4% | -25.4% |
| 1Y | +144.9% | -44.9% | +189.8% | +211.0% |
| 3Y | -26.0% | -50.0% | +24.0% | -4.4% |
| 5Y | -48.5% | -63.3% | +14.9% | -17.6% |
| All | -48.5% | -62.8% | +14.3% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling