+144.9%
TE vs M
+25.2%
+119.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.7% | -2.0% | -4.6% |
| 7D | +0.9% | -8.8% | +9.6% | +4.9% |
| 30D | -16.3% | -16.4% | +0.1% | -9.5% |
| 3M | -40.8% | -10.8% | -29.9% | -38.1% |
| 6M | -42.6% | +16.1% | -58.7% | -44.7% |
| YTD | -31.4% | -5.3% | -26.2% | -31.0% |
| 1Y | +144.9% | +24.9% | +120.1% | +157.5% |
| All | +144.9% | +25.2% | +119.8% | +157.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling