+148.6%
TE vs P
+32.0%
+116.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | -4.0% | +6.5% | -10.5% | -6.4% |
| 30D | -15.9% | +18.8% | -34.7% | -24.2% |
| 3M | -60.5% | +26.7% | -87.3% | -65.2% |
| 6M | -35.2% | +62.2% | -97.4% | -49.5% |
| YTD | -31.1% | +48.5% | -79.6% | -44.8% |
| 1Y | +148.6% | +26.4% | +122.3% | +158.2% |
| All | +148.6% | +32.0% | +116.7% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling