-53.2%
TE vs RL
+235.0%
-288.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.6% |
| 30D | -15.9% | -7.8% | -8.1% | -13.4% |
| 3M | -60.5% | -4.0% | -56.6% | -60.2% |
| 6M | -35.2% | -1.9% | -33.3% | -35.7% |
| YTD | -31.1% | -0.2% | -31.0% | -32.3% |
| 1Y | +148.6% | +10.7% | +138.0% | +133.5% |
| 3Y | -26.4% | +210.8% | -237.2% | -50.4% |
| 5Y | -48.0% | +238.2% | -286.3% | -66.0% |
| All | -53.2% | +235.0% | -288.1% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling