+148.6%
TE vs S
+10.1%
+138.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.0% | -7.7% | +3.7% | -2.0% |
| 30D | -15.9% | -5.3% | -10.6% | -15.1% |
| 3M | -60.5% | +20.3% | -80.8% | -62.2% |
| 6M | -35.2% | +47.4% | -82.6% | -39.8% |
| YTD | -31.1% | +32.5% | -63.7% | -35.7% |
| 1Y | +148.6% | +9.5% | +139.1% | +149.0% |
| All | +148.6% | +10.1% | +138.5% | +149.0% |
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