-79.0%
TE vs IR
+44.3%
-123.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.3% |
| 7D | -12.6% | +3.7% | -16.3% | -14.9% |
| 30D | -36.7% | +7.4% | -44.2% | -40.2% |
| 3M | -57.5% | -5.9% | -51.5% | -55.4% |
| 6M | -55.2% | +5.6% | -60.8% | -57.8% |
| YTD | -64.7% | +4.8% | -69.5% | -68.2% |
| 1Y | -35.9% | +6.9% | -42.8% | -43.9% |
| 3Y | -31.8% | +27.6% | -59.3% | -48.3% |
| All | -79.0% | +44.3% | -123.4% | -85.5% |
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 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