+143.6%
TE vs MTB
+24.2%
+119.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | -16.3% | -4.6% | -11.7% | -15.8% |
| 3M | -40.8% | +7.4% | -48.2% | -42.1% |
| 6M | -42.6% | +18.7% | -61.3% | -45.0% |
| YTD | -31.4% | +21.1% | -52.5% | -31.2% |
| All | +143.6% | +24.2% | +119.4% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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