-48.5%
TE vs TPR
+399.3%
-447.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.7% | +13.7% | +11.2% |
| 7D | +18.2% | -3.4% | +21.6% | +19.3% |
| 30D | -13.5% | -27.3% | +13.8% | -5.0% |
| 3M | -44.6% | -16.2% | -28.3% | -42.1% |
| 6M | -24.7% | -17.9% | -6.8% | -20.9% |
| YTD | -24.3% | -7.1% | -17.1% | -23.8% |
| 1Y | +155.6% | +13.6% | +141.9% | +141.1% |
| 3Y | -18.3% | +293.7% | -312.0% | -43.0% |
| 5Y | -41.3% | +239.1% | -280.4% | -58.4% |
| All | -48.5% | +399.3% | -447.8% | -63.5% |
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