+148.6%
TE vs PH
+30.5%
+118.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -4.0% | -3.1% | -0.9% | -3.3% |
| 30D | -15.9% | -3.2% | -12.7% | -15.3% |
| 3M | -60.5% | +10.6% | -71.1% | -60.1% |
| 6M | -35.2% | -2.1% | -33.1% | -35.0% |
| YTD | -31.1% | +10.2% | -41.3% | -24.8% |
| 1Y | +148.6% | +28.2% | +120.4% | +223.1% |
| All | +148.6% | +30.5% | +118.1% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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