-25.8%
TE vs PL
-0.6%
-25.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.8% | -0.6% |
| 7D | +3.8% | -11.7% | +15.5% | +10.0% |
| 30D | -26.2% | -27.1% | +0.9% | -14.7% |
| 3M | -49.7% | -44.6% | -5.1% | -35.0% |
| 6M | -46.5% | -67.2% | +20.7% | -14.2% |
| YTD | -59.1% | -35.9% | -23.3% | -46.6% |
| 1Y | -25.8% | -0.4% | -25.4% | -11.2% |
| All | -25.8% | -0.6% | -25.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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