-55.2%
TE vs RF
+2.2%
-57.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.8% |
| 7D | -12.6% | -0.9% | -11.7% | -11.8% |
| 30D | -36.7% | +6.0% | -42.8% | -39.4% |
| 3M | -57.5% | -8.9% | -48.6% | -53.9% |
| 6M | -55.2% | +2.3% | -57.6% | -61.8% |
| All | -55.2% | +2.2% | -57.5% | -61.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling