-79.0%
TE vs S
-69.1%
-9.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.8% |
| 7D | -12.6% | -13.4% | +0.8% | -6.8% |
| 30D | -36.7% | -14.0% | -22.7% | -32.6% |
| 3M | -57.5% | +4.9% | -62.3% | -59.1% |
| 6M | -55.2% | +42.0% | -97.2% | -62.4% |
| YTD | -64.7% | +45.1% | -109.8% | -71.1% |
| 1Y | -35.9% | +33.1% | -68.9% | -46.2% |
| 3Y | -31.8% | +40.6% | -72.4% | -43.9% |
| All | -79.0% | -69.1% | -9.9% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling