+143.6%
TE vs GTLB
-3.6%
+147.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -6.9% |
| 7D | +0.9% | -4.1% | +5.0% | +1.2% |
| 30D | -16.3% | +12.3% | -28.6% | -17.5% |
| 3M | -40.8% | +65.9% | -106.7% | -43.6% |
| 6M | -42.6% | +104.0% | -146.6% | -47.6% |
| YTD | -31.4% | +26.0% | -57.5% | -35.0% |
| All | +143.6% | -3.6% | +147.2% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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