-54.0%
TE vs P
+9.7%
-63.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.2% |
| 7D | -26.9% | -13.3% | -13.5% | -21.7% |
| 30D | -38.9% | -34.0% | -4.9% | -26.6% |
| 3M | -61.0% | +4.1% | -65.1% | -62.5% |
| 6M | -66.4% | +30.5% | -96.9% | -71.9% |
| YTD | -69.0% | +52.2% | -121.2% | -76.1% |
| 1Y | -54.0% | +10.3% | -64.3% | -59.3% |
| All | -54.0% | +9.7% | -63.7% | -59.3% |
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 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