+148.6%
TE vs GD
+13.1%
+135.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | -4.0% | -5.3% | +1.3% | -2.3% |
| 30D | -15.9% | -6.4% | -9.5% | -14.2% |
| 3M | -60.5% | +5.7% | -66.3% | -61.8% |
| 6M | -35.2% | -0.9% | -34.3% | -34.1% |
| YTD | -31.1% | +8.2% | -39.3% | -31.5% |
| 1Y | +148.6% | +13.4% | +135.2% | +189.8% |
| All | +148.6% | +13.1% | +135.5% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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