+349.0%
TE vs SARO
-23.7%
+372.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.4% | -5.2% |
| 7D | +0.9% | -4.0% | +4.9% | +3.6% |
| 30D | -16.3% | -16.1% | -0.1% | -6.1% |
| 3M | -40.8% | -4.5% | -36.2% | -38.2% |
| 6M | -42.6% | -17.0% | -25.6% | -35.9% |
| YTD | -31.4% | -17.5% | -13.9% | -21.8% |
| 1Y | +144.9% | -12.3% | +157.2% | +170.5% |
| All | +349.0% | -23.7% | +372.7% | +356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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