-27.6%
TE vs P
+155.2%
-182.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | -4.0% | +6.5% | -10.5% | -6.3% |
| 30D | -15.9% | +18.8% | -34.7% | -23.1% |
| 3M | -60.5% | +26.7% | -87.3% | -64.4% |
| 6M | -35.2% | +62.2% | -97.4% | -48.0% |
| YTD | -31.1% | +48.5% | -79.6% | -43.2% |
| 1Y | +148.6% | +26.4% | +122.3% | +112.5% |
| All | -27.6% | +155.2% | -182.7% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling