-24.1%
TE vs MKTX
-25.3%
+1.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.9% |
| 3M | -45.6% | +40.8% | -86.4% | -44.6% |
| 6M | -43.4% | -8.0% | -35.4% | -43.4% |
| YTD | -31.0% | -8.7% | -22.3% | -30.9% |
| 1Y | +145.2% | -11.8% | +157.1% | +144.9% |
| 3Y | -24.1% | -24.0% | 0.0% | -24.1% |
| All | -24.1% | -25.3% | +1.2% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling