-50.0%
TE vs MKTX
-52.7%
+2.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | +15.0% | +0.3% | +14.7% | +15.0% |
| 30D | -7.5% | +1.0% | -8.5% | -7.6% |
| 3M | -42.0% | +40.8% | -82.8% | -44.4% |
| 6M | -31.4% | -10.9% | -20.5% | -30.6% |
| YTD | -26.5% | -8.6% | -17.9% | -26.1% |
| 1Y | +153.1% | -11.6% | +164.7% | +155.3% |
| 3Y | -20.7% | -24.5% | +3.9% | -19.7% |
| 5Y | -45.4% | -60.7% | +15.3% | -40.9% |
| All | -50.0% | -52.7% | +2.7% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling