-25.8%
TE vs S
+36.5%
-62.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -3.9% |
| 7D | +3.8% | -8.2% | +12.0% | +5.9% |
| 30D | -26.2% | -7.6% | -18.6% | -25.0% |
| 3M | -49.7% | +12.0% | -61.7% | -51.1% |
| 6M | -46.5% | +50.6% | -97.0% | -51.0% |
| YTD | -59.1% | +56.6% | -115.7% | -63.3% |
| 1Y | -25.8% | +39.2% | -65.1% | -34.4% |
| All | -25.8% | +36.5% | -62.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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