-79.7%
TE vs P
+247.4%
-327.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +1.9% |
| 7D | -12.6% | -23.8% | +11.2% | -1.2% |
| 30D | -36.7% | -36.6% | -0.1% | -22.8% |
| 3M | -57.5% | +10.9% | -68.4% | -60.4% |
| 6M | -55.2% | +30.0% | -85.2% | -61.5% |
| YTD | -64.7% | +44.4% | -109.1% | -71.2% |
| 1Y | -35.9% | +3.9% | -39.8% | -41.2% |
| 3Y | -31.8% | +176.6% | -208.4% | -64.1% |
| All | -79.7% | +247.4% | -327.1% | -90.7% |
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