-54.0%
TE vs RL
+22.6%
-76.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -9.7% |
| 7D | -26.9% | +1.3% | -28.2% | -26.7% |
| 30D | -38.9% | +7.6% | -46.6% | -39.8% |
| 3M | -61.0% | -1.5% | -59.5% | -60.4% |
| 6M | -66.4% | +12.1% | -78.5% | -67.7% |
| YTD | -69.0% | +13.9% | -82.9% | -70.4% |
| 1Y | -54.0% | +20.7% | -74.7% | -58.7% |
| All | -54.0% | +22.6% | -76.6% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling