-53.6%
TE vs S
-56.8%
+3.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -4.0% | -7.7% | +3.7% | -1.0% |
| 30D | -15.9% | -5.3% | -10.6% | -14.7% |
| 3M | -60.5% | +20.3% | -80.8% | -63.7% |
| 6M | -35.2% | +47.4% | -82.6% | -45.6% |
| YTD | -31.1% | +32.5% | -63.7% | -40.2% |
| 1Y | +148.6% | +9.5% | +139.1% | +130.1% |
| 3Y | -26.4% | +15.5% | -41.9% | -33.2% |
| 5Y | -48.0% | -71.2% | +23.2% | -37.3% |
| All | -53.6% | -56.8% | +3.2% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling