-41.3%
TE vs RL
+241.4%
-282.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.7% |
| 7D | +18.2% | +1.9% | +16.3% | +16.8% |
| 30D | -13.5% | -12.2% | -1.3% | -6.4% |
| 3M | -44.6% | -6.6% | -37.9% | -42.9% |
| 6M | -24.7% | +3.2% | -27.9% | -28.8% |
| YTD | -24.3% | -1.3% | -23.0% | -26.7% |
| 1Y | +155.6% | +13.6% | +142.0% | +122.2% |
| 3Y | -18.3% | +210.9% | -229.1% | -64.0% |
| 5Y | -41.3% | +246.9% | -288.2% | -76.4% |
| All | -41.3% | +241.4% | -282.7% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling