-80.5%
TE vs P
+483.7%
-564.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.4% |
| 7D | -19.1% | +11.6% | -30.7% | -22.2% |
| 30D | -34.1% | -23.7% | -10.5% | -28.1% |
| 3M | -60.1% | -8.0% | -52.1% | -59.4% |
| 6M | -66.0% | +27.9% | -93.9% | -69.2% |
| YTD | -71.4% | +61.2% | -132.6% | -76.1% |
| 1Y | -45.3% | +28.6% | -73.9% | -51.7% |
| 3Y | +9.1% | +200.5% | -191.3% | -26.8% |
| 5Y | -82.6% | +282.9% | -365.5% | -89.0% |
| All | -80.5% | +483.7% | -564.3% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling