-48.5%
TE vs MTB
+101.1%
-149.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -7.0% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -16.3% | -4.6% | -11.7% | -13.4% |
| 3M | -40.8% | +7.4% | -48.2% | -44.5% |
| 6M | -42.6% | +18.7% | -61.3% | -50.2% |
| YTD | -31.4% | +21.1% | -52.5% | -41.7% |
| 1Y | +144.9% | +24.1% | +120.9% | +102.7% |
| 3Y | -26.0% | +115.3% | -141.4% | -53.6% |
| 5Y | -48.5% | +106.0% | -154.5% | -67.2% |
| All | -48.5% | +101.1% | -149.5% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling