-78.9%
TE vs RL
+282.2%
-361.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -9.7% |
| 7D | -26.9% | +1.3% | -28.2% | -27.1% |
| 30D | -38.9% | +7.6% | -46.6% | -40.6% |
| 3M | -61.0% | -1.5% | -59.5% | -60.9% |
| 6M | -66.4% | +12.1% | -78.5% | -68.2% |
| YTD | -69.0% | +13.9% | -82.9% | -71.1% |
| 1Y | -54.0% | +20.7% | -74.7% | -58.1% |
| 3Y | +38.0% | +260.6% | -222.6% | -12.3% |
| 5Y | -81.0% | +248.9% | -329.8% | -88.1% |
| All | -78.9% | +282.2% | -361.1% | -86.9% |
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