+160.8%
TE vs P
+27.2%
+133.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +9.3% |
| 7D | +18.2% | +7.8% | +10.4% | +14.7% |
| 30D | -13.5% | +12.3% | -25.8% | -19.7% |
| 3M | -44.6% | +37.1% | -81.7% | -52.7% |
| 6M | -24.7% | +66.1% | -90.8% | -41.8% |
| YTD | -24.3% | +50.9% | -75.2% | -39.6% |
| All | +160.8% | +27.2% | +133.7% | +154.5% |
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