-78.7%
TE vs PL
+46.3%
-125.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -22.0% | +13.4% | -35.3% | -25.9% |
| 30D | -33.6% | -10.2% | -23.5% | -30.9% |
| 3M | -61.1% | -39.5% | -21.6% | -53.3% |
| 6M | -64.7% | -65.7% | +1.0% | -47.1% |
| YTD | -68.1% | -27.3% | -40.8% | -65.2% |
| 1Y | -51.7% | +15.0% | -66.7% | -56.4% |
| 3Y | +42.0% | +560.8% | -518.8% | -50.8% |
| 5Y | -80.8% | +38.4% | -119.2% | -88.4% |
| All | -78.7% | +46.3% | -125.0% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling