-31.8%
TE vs M
+100.8%
-132.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +5.9% |
| 7D | -12.6% | -4.3% | -8.3% | -10.7% |
| 30D | -36.7% | +1.3% | -38.0% | -37.1% |
| 3M | -57.5% | -7.4% | -50.1% | -55.9% |
| 6M | -55.2% | +18.3% | -73.6% | -59.2% |
| YTD | -64.7% | +7.6% | -72.2% | -66.7% |
| 1Y | -35.9% | +17.4% | -53.3% | -42.6% |
| 3Y | -31.8% | +108.4% | -140.1% | -62.0% |
| All | -31.8% | +100.8% | -132.6% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling