-79.9%
TE vs TPR
+463.2%
-543.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.3% |
| 7D | -13.6% | -1.1% | -12.4% | -13.3% |
| 30D | -37.7% | +15.1% | -52.8% | -40.7% |
| 3M | -59.8% | -13.4% | -46.4% | -58.6% |
| 6M | -66.3% | +1.4% | -67.7% | -67.1% |
| YTD | -70.5% | +4.8% | -75.3% | -71.7% |
| 1Y | -48.8% | +29.2% | -78.0% | -53.9% |
| 3Y | +31.3% | +403.7% | -372.4% | -14.4% |
| 5Y | -82.0% | +230.8% | -312.9% | -87.8% |
| All | -79.9% | +463.2% | -543.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling