-51.7%
TE vs S
+38.7%
-90.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.5% |
| 7D | -22.0% | +1.2% | -23.2% | -22.0% |
| 30D | -33.6% | -7.3% | -26.3% | -32.5% |
| 3M | -61.1% | +5.9% | -66.9% | -61.4% |
| 6M | -64.7% | +45.6% | -110.4% | -67.2% |
| YTD | -68.1% | +58.5% | -126.6% | -71.2% |
| 1Y | -51.7% | +37.6% | -89.3% | -58.6% |
| All | -51.7% | +38.7% | -90.4% | -58.6% |
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