-66.3%
TE vs NDAQ
+23.0%
-89.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.9% | -6.6% | -8.2% |
| 7D | -13.6% | +1.7% | -15.3% | -12.4% |
| 30D | -37.7% | +16.2% | -53.9% | -29.1% |
| 3M | -59.8% | +14.0% | -73.8% | -55.4% |
| 6M | -66.3% | +22.3% | -88.6% | -58.1% |
| All | -66.3% | +23.0% | -89.3% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 6mo: compounded portfolio wealth divided by compounded NDAQ 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…
6mo analysis · Full analysis span regression · 6 months rolling