-54.0%
TE vs PL
+84.9%
-138.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | -4.0% | -9.3% | +5.3% | -0.8% |
| 30D | -15.9% | -18.9% | +3.0% | -9.4% |
| 3M | -60.5% | -58.4% | -2.2% | -45.3% |
| 6M | -35.2% | -30.3% | -4.9% | -28.8% |
| YTD | -31.1% | -8.1% | -23.0% | -31.2% |
| 1Y | +148.6% | +180.5% | -31.8% | +54.5% |
| 3Y | -26.4% | +444.1% | -470.5% | -72.1% |
| 5Y | -48.0% | +83.0% | -131.1% | -70.0% |
| All | -54.0% | +84.9% | -138.9% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling