-45.4%
TE vs GEN
+20.0%
-65.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +15.0% | -2.9% | +17.9% | +16.5% |
| 30D | -7.5% | +2.1% | -9.6% | -8.8% |
| 3M | -42.0% | +19.7% | -61.7% | -48.2% |
| 6M | -31.4% | +33.3% | -64.7% | -42.7% |
| YTD | -26.5% | +11.1% | -37.6% | -32.8% |
| 1Y | +153.1% | +3.0% | +150.1% | +141.4% |
| 3Y | -20.7% | +57.9% | -78.6% | -39.0% |
| 5Y | -45.4% | +20.6% | -66.0% | -59.1% |
| All | -45.4% | +20.0% | -65.4% | -59.1% |
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