-76.0%
TE vs RF
+125.4%
-201.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -12.6% | -0.9% | -11.7% | -12.2% |
| 30D | -36.7% | +6.0% | -42.8% | -38.2% |
| 3M | -57.5% | -8.9% | -48.6% | -55.9% |
| 6M | -55.2% | +2.3% | -57.6% | -55.7% |
| YTD | -64.7% | +7.6% | -72.2% | -66.0% |
| 1Y | -35.9% | +21.2% | -57.0% | -41.1% |
| 3Y | -31.8% | +108.5% | -140.3% | -44.9% |
| 5Y | -79.4% | +43.2% | -122.7% | -82.4% |
| All | -76.0% | +125.4% | -201.3% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling