-27.6%
TE vs TPR
+308.4%
-335.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.0% | -2.3% | -1.7% | -2.4% |
| 30D | -15.9% | -23.0% | +7.1% | -1.5% |
| 3M | -60.5% | -12.5% | -48.1% | -58.3% |
| 6M | -35.2% | -21.4% | -13.8% | -26.7% |
| YTD | -31.1% | -3.5% | -27.6% | -34.0% |
| 1Y | +148.6% | +17.4% | +131.3% | +101.4% |
| All | -27.6% | +308.4% | -335.9% | -78.8% |
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