-53.1%
TE vs MKTX
-52.8%
-0.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -5.9% | +0.7% | -6.6% | -6.0% |
| 3M | -45.6% | +40.8% | -86.4% | -47.9% |
| 6M | -43.4% | -8.0% | -35.4% | -42.9% |
| YTD | -31.0% | -8.7% | -22.3% | -30.6% |
| 1Y | +145.2% | -11.8% | +157.1% | +147.4% |
| 3Y | -24.1% | -24.0% | 0.0% | -23.2% |
| 5Y | -48.1% | -60.3% | +12.2% | -43.9% |
| All | -53.1% | -52.8% | -0.3% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling