-53.2%
TE vs MTB
+77.8%
-130.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -4.0% | +1.7% | -5.7% | -4.5% |
| 30D | -15.9% | -4.2% | -11.7% | -14.6% |
| 3M | -60.5% | +8.9% | -69.4% | -61.9% |
| 6M | -35.2% | +10.9% | -46.1% | -38.0% |
| YTD | -31.1% | +21.5% | -52.6% | -36.3% |
| 1Y | +148.6% | +21.9% | +126.7% | +129.1% |
| 3Y | -26.4% | +109.2% | -135.6% | -39.3% |
| 5Y | -48.0% | +102.0% | -150.0% | -56.3% |
| All | -53.2% | +77.8% | -130.9% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling