-76.7%
TE vs P
+455.9%
-532.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.3% | -5.1% |
| 7D | -10.5% | -9.6% | -0.9% | -7.2% |
| 30D | -32.4% | -33.4% | +1.0% | -22.8% |
| 3M | -60.9% | +14.2% | -75.1% | -63.1% |
| 6M | -62.8% | +31.6% | -94.4% | -66.7% |
| YTD | -65.7% | +53.5% | -119.2% | -70.9% |
| 1Y | -39.9% | +14.2% | -54.1% | -44.9% |
| 3Y | +10.6% | +190.5% | -179.9% | -25.0% |
| 5Y | -79.7% | +256.3% | -336.0% | -87.0% |
| All | -76.7% | +455.9% | -532.6% | -85.3% |
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