-47.3%
TE vs RF
+89.8%
-137.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.9% |
| 30D | -15.9% | -3.6% | -12.3% | -13.3% |
| 3M | -60.5% | +8.1% | -68.6% | -63.6% |
| 6M | -35.2% | +11.5% | -46.7% | -42.0% |
| YTD | -31.1% | +15.6% | -46.7% | -40.6% |
| 1Y | +148.6% | +15.7% | +133.0% | +112.5% |
| 3Y | -26.4% | +86.9% | -113.3% | -55.3% |
| All | -47.3% | +89.8% | -137.1% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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