+148.6%
TE vs PR
+76.5%
+72.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +0.5% |
| 7D | -4.0% | +2.9% | -6.9% | -2.4% |
| 30D | -15.9% | +18.0% | -33.9% | -8.3% |
| 3M | -60.5% | +16.9% | -77.4% | -56.4% |
| 6M | -35.2% | +28.2% | -63.4% | -25.2% |
| YTD | -31.1% | +69.3% | -100.5% | -11.0% |
| 1Y | +148.6% | +69.5% | +79.1% | +251.8% |
| All | +148.6% | +76.5% | +72.1% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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