-76.7%
TE vs TPR
+477.8%
-554.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.4% | -3.7% |
| 7D | -10.5% | +12.7% | -23.2% | -14.4% |
| 30D | -32.4% | +17.1% | -49.5% | -36.1% |
| 3M | -60.9% | -15.9% | -45.0% | -59.3% |
| 6M | -62.8% | +2.6% | -65.4% | -63.8% |
| YTD | -65.7% | +7.5% | -73.2% | -67.3% |
| 1Y | -39.9% | +32.9% | -72.8% | -46.3% |
| 3Y | +10.6% | +413.8% | -403.2% | -28.4% |
| 5Y | -79.7% | +263.9% | -343.5% | -86.3% |
| All | -76.7% | +477.8% | -554.5% | -84.4% |
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