-55.2%
TE vs PL
-66.1%
+10.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.9% | -5.5% |
| 7D | -12.6% | -6.8% | -5.8% | -6.6% |
| 30D | -36.7% | -29.3% | -7.4% | -14.3% |
| 3M | -57.5% | -44.8% | -12.7% | -29.4% |
| 6M | -55.2% | -68.4% | +13.2% | +19.9% |
| All | -55.2% | -66.1% | +10.9% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling