-41.3%
TE vs IR
+46.5%
-87.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +11.3% |
| 7D | +18.2% | +0.6% | +17.6% | +17.5% |
| 30D | -13.5% | -13.6% | +0.1% | -2.6% |
| 3M | -44.6% | +3.7% | -48.3% | -47.1% |
| 6M | -24.7% | -13.1% | -11.6% | -18.2% |
| YTD | -24.3% | -5.1% | -19.1% | -25.8% |
| 1Y | +155.6% | -6.5% | +162.0% | +148.6% |
| 3Y | -18.3% | +8.5% | -26.8% | -27.9% |
| 5Y | -41.3% | +43.3% | -84.6% | -58.0% |
| All | -41.3% | +46.5% | -87.8% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling