-82.0%
TE vs RF
+45.4%
-127.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.1% | -7.1% |
| 7D | -13.6% | +0.4% | -13.9% | -13.9% |
| 30D | -37.7% | +5.6% | -43.2% | -40.5% |
| 3M | -59.8% | -8.9% | -50.9% | -56.6% |
| 6M | -66.3% | +7.1% | -73.4% | -68.5% |
| YTD | -70.5% | +8.3% | -78.8% | -73.3% |
| 1Y | -48.8% | +16.8% | -65.7% | -56.8% |
| 3Y | +31.3% | +115.0% | -83.7% | -27.1% |
| 5Y | -82.0% | +46.4% | -128.4% | -87.8% |
| All | -82.0% | +45.4% | -127.4% | -87.8% |
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