-19.1%
TE vs GTLB
-12.2%
-7.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.2% | -2.3% |
| 7D | +15.0% | -6.6% | +21.6% | +17.9% |
| 30D | -7.5% | +13.7% | -21.3% | -13.1% |
| 3M | -42.0% | +52.9% | -94.9% | -52.7% |
| 6M | -31.4% | +88.5% | -119.9% | -51.0% |
| YTD | -26.5% | +23.4% | -49.9% | -36.0% |
| 1Y | +153.1% | -3.8% | +156.9% | +142.5% |
| All | -19.1% | -12.2% | -7.0% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling