-45.3%
TE vs PL
+12.6%
-57.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -19.1% | +10.0% | -29.1% | -22.9% |
| 30D | -34.1% | -2.3% | -31.9% | -33.5% |
| 3M | -60.1% | -44.2% | -15.9% | -49.6% |
| 6M | -66.0% | -66.1% | +0.1% | -48.6% |
| YTD | -71.4% | -30.0% | -41.4% | -62.1% |
| 1Y | -45.3% | +21.0% | -66.3% | -21.2% |
| All | -45.3% | +12.6% | -57.8% | -21.2% |
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