-53.2%
TE vs IR
+115.0%
-168.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | -4.0% | -2.8% | -1.1% | -2.5% |
| 30D | -15.9% | -15.1% | -0.8% | -8.7% |
| 3M | -60.5% | +6.1% | -66.6% | -61.9% |
| 6M | -35.2% | -16.8% | -18.4% | -29.9% |
| YTD | -31.1% | -3.5% | -27.6% | -31.7% |
| 1Y | +148.6% | -3.5% | +152.1% | +144.4% |
| 3Y | -26.4% | +9.5% | -35.9% | -27.8% |
| 5Y | -48.0% | +45.1% | -93.1% | -53.7% |
| All | -53.2% | +115.0% | -168.1% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling