-80.8%
TE vs GEN
+35.2%
-116.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +1.9% |
| 7D | -22.0% | -0.8% | -21.2% | -21.7% |
| 30D | -33.6% | +31.2% | -64.8% | -42.3% |
| 3M | -61.1% | +6.1% | -67.1% | -62.7% |
| 6M | -64.7% | +38.1% | -102.8% | -71.3% |
| YTD | -68.1% | +14.4% | -82.5% | -71.6% |
| 1Y | -51.7% | +15.1% | -66.8% | -57.4% |
| 3Y | +42.0% | +68.5% | -26.5% | +3.6% |
| 5Y | -80.8% | +35.8% | -116.6% | -86.6% |
| All | -80.8% | +35.2% | -116.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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