+148.6%
TE vs MKTX
-8.5%
+157.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.0% | +0.4% | -4.4% | -3.9% |
| 30D | -15.9% | +1.1% | -17.0% | -15.8% |
| 3M | -60.5% | +36.1% | -96.7% | -57.6% |
| 6M | -35.2% | -12.9% | -22.3% | -41.1% |
| YTD | -31.1% | -8.5% | -22.6% | -33.6% |
| 1Y | +148.6% | -7.5% | +156.2% | +131.4% |
| All | +148.6% | -8.5% | +157.1% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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