-49.1%
TE vs P
+10.7%
-59.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.3% | -5.9% |
| 7D | -10.5% | -9.6% | -0.9% | -5.9% |
| 30D | -32.4% | -33.4% | +1.0% | -19.1% |
| 3M | -60.9% | +14.2% | -75.1% | -64.3% |
| 6M | -62.8% | +31.6% | -94.4% | -69.0% |
| YTD | -65.7% | +53.5% | -119.2% | -73.7% |
| All | -49.1% | +10.7% | -59.8% | -55.1% |
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