+145.2%
TE vs MDY
+14.6%
+130.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | -1.3% |
| 7D | +0.2% | -1.9% | +2.1% | +4.9% |
| 30D | -5.9% | -4.6% | -1.3% | +6.1% |
| 3M | -45.6% | -1.2% | -44.3% | -42.5% |
| 6M | -43.4% | +9.2% | -52.6% | -47.3% |
| YTD | -31.0% | +13.1% | -44.0% | -37.8% |
| 1Y | +145.2% | +13.0% | +132.2% | +106.8% |
| All | +145.2% | +14.6% | +130.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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