+9.1%
TE vs TPR
+403.8%
-394.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -2.9% |
| 7D | -19.1% | -0.3% | -18.8% | -19.0% |
| 30D | -34.1% | +15.1% | -49.2% | -40.6% |
| 3M | -60.1% | +3.5% | -63.6% | -62.0% |
| 6M | -66.0% | +0.4% | -66.4% | -67.8% |
| YTD | -71.4% | +4.6% | -76.0% | -74.5% |
| 1Y | -45.3% | +33.1% | -78.4% | -59.5% |
| 3Y | +9.1% | +396.0% | -386.8% | -75.8% |
| All | +9.1% | +403.8% | -394.6% | -75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling