-78.3%
TE vs IR
+139.5%
-217.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.4% |
| 7D | -22.0% | +1.1% | -23.0% | -22.3% |
| 30D | -33.6% | +7.6% | -41.2% | -35.9% |
| 3M | -61.1% | +0.1% | -61.2% | -61.1% |
| 6M | -64.7% | +14.0% | -78.7% | -67.1% |
| YTD | -68.1% | +7.5% | -75.6% | -70.1% |
| 1Y | -51.7% | +10.1% | -61.8% | -55.5% |
| 3Y | +42.0% | +24.9% | +17.1% | +31.1% |
| 5Y | -80.8% | +46.9% | -127.7% | -83.7% |
| All | -78.3% | +139.5% | -217.8% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling