-80.5%
TE vs M
+78.4%
-158.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.4% |
| 7D | -19.1% | +7.0% | -26.1% | -20.5% |
| 30D | -34.1% | +8.9% | -43.0% | -35.5% |
| 3M | -60.1% | +4.5% | -64.6% | -60.7% |
| 6M | -66.0% | +36.2% | -102.2% | -68.4% |
| YTD | -71.4% | +15.1% | -86.5% | -72.5% |
| 1Y | -45.3% | +27.4% | -72.7% | -48.7% |
| 3Y | +9.1% | +160.1% | -151.0% | -11.2% |
| 5Y | -82.6% | -1.6% | -81.0% | -84.5% |
| All | -80.5% | +78.4% | -158.9% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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