-80.5%
TE vs HWM
+884.6%
-965.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -19.1% | +7.3% | -26.4% | -21.1% |
| 30D | -34.1% | +1.6% | -35.7% | -34.5% |
| 3M | -60.1% | -21.9% | -38.3% | -57.0% |
| 6M | -66.0% | -19.0% | -46.9% | -63.6% |
| YTD | -71.4% | +7.9% | -79.4% | -72.4% |
| 1Y | -45.3% | +9.9% | -55.2% | -47.5% |
| 3Y | +9.1% | +342.1% | -333.0% | -27.5% |
| 5Y | -82.6% | +600.8% | -683.4% | -89.2% |
| All | -80.5% | +884.6% | -965.1% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling