-78.9%
TE vs M
+81.1%
-160.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.5% | -10.1% | -9.7% |
| 7D | -26.9% | +5.0% | -31.9% | -27.8% |
| 30D | -38.9% | +10.6% | -49.6% | -40.5% |
| 3M | -61.0% | +1.6% | -62.6% | -61.3% |
| 6M | -66.4% | +30.8% | -97.2% | -68.5% |
| YTD | -69.0% | +16.9% | -85.9% | -70.4% |
| 1Y | -54.0% | +26.3% | -80.3% | -56.8% |
| 3Y | +38.0% | +158.6% | -120.6% | +12.2% |
| 5Y | -81.0% | +2.1% | -83.1% | -83.1% |
| All | -78.9% | +81.1% | -160.0% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling