+148.6%
TE vs USFR
+4.0%
+144.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +2.3% |
| 7D | -4.0% | +0.1% | -4.0% | -1.0% |
| 30D | -15.9% | +0.3% | -16.2% | -2.6% |
| 3M | -60.5% | +1.0% | -61.5% | -42.3% |
| 6M | -35.2% | +1.9% | -37.2% | -2.9% |
| YTD | -31.1% | +2.6% | -33.8% | -23.5% |
| 1Y | +148.6% | +4.0% | +144.6% | +56.3% |
| All | +148.6% | +4.0% | +144.7% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling