-48.5%
TE vs NI
+88.5%
-136.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.2% | +8.8% | +9.8% |
| 7D | +18.2% | +2.3% | +15.9% | +17.8% |
| 30D | -13.5% | -1.7% | -11.8% | -13.2% |
| 3M | -44.6% | -8.0% | -36.6% | -43.9% |
| 6M | -24.7% | -8.6% | -16.1% | -23.8% |
| YTD | -24.3% | +2.3% | -26.6% | -25.2% |
| 1Y | +155.6% | +6.9% | +148.6% | +151.0% |
| 3Y | -18.3% | +70.6% | -88.8% | -26.1% |
| 5Y | -41.3% | +96.4% | -137.7% | -46.9% |
| All | -48.5% | +88.5% | -136.9% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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