-80.5%
TE vs RL
+269.5%
-350.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.6% |
| 7D | -19.1% | +2.6% | -21.7% | -20.0% |
| 30D | -34.1% | +2.9% | -37.1% | -34.7% |
| 3M | -60.1% | 0.0% | -60.1% | -60.2% |
| 6M | -66.0% | +17.1% | -83.1% | -68.4% |
| YTD | -71.4% | +10.1% | -81.5% | -73.0% |
| 1Y | -45.3% | +17.3% | -62.6% | -49.6% |
| 3Y | +9.1% | +249.3% | -240.2% | -29.7% |
| 5Y | -82.6% | +240.9% | -323.5% | -89.0% |
| All | -80.5% | +269.5% | -350.0% | -87.8% |
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