-49.5%
TE vs GTLB
-50.0%
+0.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.4% | +15.4% | +11.8% |
| 7D | +18.2% | +4.6% | +13.7% | +16.0% |
| 30D | -13.5% | +21.0% | -34.5% | -19.4% |
| 3M | -44.6% | +51.7% | -96.3% | -52.6% |
| 6M | -24.7% | +89.3% | -114.0% | -41.8% |
| YTD | -24.3% | +25.6% | -49.9% | -32.9% |
| 1Y | +155.6% | -1.5% | +157.1% | +141.4% |
| 3Y | -18.3% | -9.9% | -8.3% | -21.9% |
| All | -49.5% | -50.0% | +0.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling