-25.8%
TE vs IR
+11.7%
-37.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +3.8% | +11.6% | -7.8% | +0.4% |
| 30D | -26.2% | +7.2% | -33.4% | -27.8% |
| 3M | -49.7% | -5.9% | -43.8% | -49.1% |
| 6M | -46.5% | +11.5% | -57.9% | -48.9% |
| YTD | -59.1% | +6.3% | -65.5% | -58.6% |
| 1Y | -25.8% | +9.1% | -34.9% | -24.5% |
| All | -25.8% | +11.7% | -37.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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