-48.5%
TE vs M
+60.8%
-109.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.6% | +12.6% | +10.6% |
| 7D | +18.2% | +2.4% | +15.9% | +17.5% |
| 30D | -13.5% | -11.6% | -1.9% | -11.0% |
| 3M | -44.6% | +1.6% | -46.2% | -45.0% |
| 6M | -24.7% | +25.2% | -49.9% | -28.6% |
| YTD | -24.3% | +3.8% | -28.0% | -25.3% |
| 1Y | +155.6% | +36.3% | +119.2% | +136.1% |
| 3Y | -18.3% | +116.3% | -134.6% | -30.5% |
| 5Y | -41.3% | +28.2% | -69.5% | -46.7% |
| All | -48.5% | +60.8% | -109.2% | -54.0% |
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