-53.2%
TE vs GEN
+123.5%
-176.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | -4.0% | -1.2% | -2.8% | -3.6% |
| 30D | -15.9% | +10.1% | -26.0% | -18.6% |
| 3M | -60.5% | +16.1% | -76.6% | -62.8% |
| 6M | -35.2% | +38.9% | -74.1% | -43.1% |
| YTD | -31.1% | +14.4% | -45.6% | -35.7% |
| 1Y | +148.6% | +5.9% | +142.8% | +138.4% |
| 3Y | -26.4% | +58.8% | -85.2% | -36.6% |
| 5Y | -48.0% | +24.7% | -72.7% | -55.5% |
| All | -53.2% | +123.5% | -176.7% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling