-41.3%
TE vs S
-72.3%
+31.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.3% | +12.3% | +10.9% |
| 7D | +18.2% | -5.8% | +24.0% | +21.0% |
| 30D | -13.5% | -9.2% | -4.3% | -10.8% |
| 3M | -44.6% | +23.4% | -67.9% | -49.9% |
| 6M | -24.7% | +36.9% | -61.6% | -35.2% |
| YTD | -24.3% | +29.5% | -53.8% | -34.0% |
| 1Y | +155.6% | +5.4% | +150.1% | +139.3% |
| 3Y | -18.3% | +14.7% | -33.0% | -25.8% |
| 5Y | -41.3% | -71.5% | +30.2% | -27.9% |
| All | -41.3% | -72.3% | +31.0% | -27.9% |
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