-51.7%
TE vs P
+17.1%
-68.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +0.8% |
| 7D | -22.0% | -4.7% | -17.3% | -20.0% |
| 30D | -33.6% | -31.4% | -2.2% | -21.6% |
| 3M | -61.1% | -2.6% | -58.4% | -61.2% |
| 6M | -64.7% | +21.9% | -86.7% | -69.5% |
| YTD | -68.1% | +58.9% | -127.0% | -75.9% |
| 1Y | -51.7% | +21.7% | -73.4% | -59.8% |
| All | -51.7% | +17.1% | -68.8% | -59.8% |
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