-48.5%
TE vs RL
+231.2%
-279.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.4% |
| 7D | +18.2% | +1.9% | +16.3% | +17.4% |
| 30D | -13.5% | -12.2% | -1.3% | -9.2% |
| 3M | -44.6% | -6.6% | -37.9% | -43.5% |
| 6M | -24.7% | +3.2% | -27.9% | -26.8% |
| YTD | -24.3% | -1.3% | -23.0% | -25.3% |
| 1Y | +155.6% | +13.6% | +142.0% | +137.6% |
| 3Y | -18.3% | +210.9% | -229.1% | -44.8% |
| 5Y | -41.3% | +246.9% | -288.2% | -61.5% |
| All | -48.5% | +231.2% | -279.6% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling