-53.2%
TE vs NDAQ
+195.5%
-248.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 7D | -4.0% | -2.4% | -1.5% | -2.9% |
| 30D | -15.9% | +2.5% | -18.4% | -16.9% |
| 3M | -60.5% | +9.9% | -70.5% | -62.9% |
| 6M | -35.2% | +9.4% | -44.6% | -39.7% |
| YTD | -31.1% | +0.4% | -31.6% | -33.4% |
| 1Y | +148.6% | +4.0% | +144.6% | +136.3% |
| 3Y | -26.4% | +94.4% | -120.8% | -48.3% |
| 5Y | -48.0% | +56.7% | -104.7% | -61.1% |
| All | -53.2% | +195.5% | -248.6% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling