-46.6%
TE vs M
+28.2%
-74.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.2% |
| 7D | -4.0% | +4.7% | -8.7% | -5.8% |
| 30D | -15.9% | -9.6% | -6.3% | -12.2% |
| 3M | -60.5% | +0.9% | -61.4% | -60.8% |
| 6M | -35.2% | +22.3% | -57.5% | -40.7% |
| YTD | -31.1% | +6.5% | -37.7% | -33.8% |
| 1Y | +148.6% | +38.8% | +109.9% | +112.4% |
| 3Y | -26.4% | +115.9% | -142.3% | -48.0% |
| All | -46.6% | +28.2% | -74.8% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling