-47.3%
TE vs P
+276.6%
-324.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | -4.0% | +6.5% | -10.5% | -6.5% |
| 30D | -15.9% | +18.8% | -34.7% | -23.7% |
| 3M | -60.5% | +26.7% | -87.3% | -64.6% |
| 6M | -35.2% | +62.2% | -97.4% | -49.2% |
| YTD | -31.1% | +48.5% | -79.6% | -44.3% |
| 1Y | +148.6% | +26.4% | +122.3% | +109.1% |
| 3Y | -26.4% | +159.4% | -185.8% | -59.5% |
| All | -47.3% | +276.6% | -324.0% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling