-77.1%
TE vs PL
+46.6%
-123.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.5% | -17.5% | -8.5% |
| 7D | -10.5% | +10.9% | -21.4% | -14.2% |
| 30D | -32.4% | -16.4% | -16.1% | -27.8% |
| 3M | -60.9% | -39.9% | -20.9% | -52.9% |
| 6M | -62.8% | -63.2% | +0.4% | -45.7% |
| YTD | -65.7% | -27.1% | -38.6% | -62.7% |
| 1Y | -39.9% | +12.2% | -52.1% | -45.2% |
| 3Y | +10.6% | +584.3% | -573.7% | -62.5% |
| 5Y | -79.7% | +37.0% | -116.7% | -87.8% |
| All | -77.1% | +46.6% | -123.7% | -85.5% |
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