-84.3%
TE vs MTB
+61.4%
-145.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.5% |
| 7D | -19.1% | +1.5% | -20.6% | -20.0% |
| 30D | -34.1% | +2.3% | -36.5% | -35.2% |
| 3M | -60.1% | -12.1% | -48.0% | -56.0% |
| 6M | -66.0% | +9.8% | -75.8% | -68.5% |
| YTD | -71.4% | +12.0% | -83.4% | -74.3% |
| 1Y | -45.3% | +22.0% | -67.3% | -54.4% |
| 3Y | +9.1% | +107.6% | -98.5% | -30.6% |
| All | -84.3% | +61.4% | -145.7% | -89.0% |
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