-82.0%
TE vs PL
+33.5%
-115.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.1% | -4.4% | -6.3% |
| 7D | -13.6% | +22.3% | -35.8% | -20.6% |
| 30D | -37.7% | -8.3% | -29.3% | -35.5% |
| 3M | -59.8% | -43.3% | -16.5% | -50.4% |
| 6M | -66.3% | -65.8% | -0.5% | -49.3% |
| YTD | -70.5% | -29.5% | -41.0% | -67.4% |
| 1Y | -48.8% | +11.7% | -60.6% | -53.3% |
| 3Y | +31.3% | +540.6% | -509.2% | -54.1% |
| 5Y | -82.0% | +32.9% | -114.9% | -89.0% |
| All | -82.0% | +33.5% | -115.6% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling