-78.3%
TE vs RL
+276.9%
-355.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.4% |
| 7D | -22.0% | -4.4% | -17.6% | -20.4% |
| 30D | -33.6% | +5.6% | -39.2% | -34.9% |
| 3M | -61.1% | -0.6% | -60.4% | -61.0% |
| 6M | -64.7% | +15.5% | -80.2% | -67.1% |
| YTD | -68.1% | +12.3% | -80.4% | -70.1% |
| 1Y | -51.7% | +19.3% | -71.0% | -55.9% |
| 3Y | +42.0% | +255.5% | -213.5% | -9.3% |
| 5Y | -80.8% | +247.1% | -327.9% | -88.0% |
| All | -78.3% | +276.9% | -355.2% | -86.5% |
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