-76.7%
TE vs RL
+281.2%
-357.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -5.3% |
| 7D | -10.5% | +0.2% | -10.8% | -10.5% |
| 30D | -32.4% | +7.3% | -39.8% | -34.2% |
| 3M | -60.9% | +1.0% | -61.9% | -61.1% |
| 6M | -62.8% | +11.8% | -74.6% | -64.8% |
| YTD | -65.7% | +13.6% | -79.3% | -68.0% |
| 1Y | -39.9% | +24.0% | -63.9% | -45.8% |
| 3Y | +10.6% | +256.6% | -246.0% | -29.4% |
| 5Y | -79.7% | +240.2% | -319.9% | -87.3% |
| All | -76.7% | +281.2% | -357.9% | -85.5% |
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 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