-27.8%
TE vs PL
+454.1%
-481.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | -4.0% | -9.3% | +5.3% | -0.9% |
| 30D | -15.9% | -18.9% | +3.0% | -9.6% |
| 3M | -60.5% | -58.4% | -2.2% | -46.4% |
| 6M | -35.2% | -30.3% | -4.9% | -28.3% |
| YTD | -31.1% | -8.1% | -23.0% | -30.0% |
| 1Y | +148.6% | +180.5% | -31.8% | +65.5% |
| All | -27.8% | +454.1% | -481.9% | -75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling