+9.1%
TE vs MTB
+106.3%
-97.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.7% |
| 7D | -19.1% | +1.5% | -20.6% | -20.4% |
| 30D | -34.1% | +2.3% | -36.5% | -35.7% |
| 3M | -60.1% | -12.1% | -48.0% | -54.2% |
| 6M | -66.0% | +9.8% | -75.8% | -69.7% |
| YTD | -71.4% | +12.0% | -83.4% | -75.9% |
| 1Y | -45.3% | +22.0% | -67.3% | -59.0% |
| 3Y | +9.1% | +107.6% | -98.5% | -51.1% |
| All | +9.1% | +106.3% | -97.1% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling