-53.1%
TE vs SNY
+10.7%
-63.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | -3.3% | +3.5% | +0.5% |
| 30D | -5.9% | -2.2% | -3.8% | -5.8% |
| 3M | -45.6% | -3.0% | -42.5% | -45.6% |
| 6M | -43.4% | +2.7% | -46.1% | -43.8% |
| YTD | -31.0% | -6.8% | -24.1% | -30.8% |
| 1Y | +145.2% | -5.3% | +150.5% | +144.3% |
| 3Y | -24.1% | -9.8% | -14.3% | -24.7% |
| 5Y | -48.1% | +9.7% | -57.8% | -50.6% |
| All | -53.1% | +10.7% | -63.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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