-80.5%
TE vs USFR
+22.0%
-102.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -19.1% | +0.1% | -19.1% | -18.9% |
| 30D | -34.1% | +0.4% | -34.5% | -33.2% |
| 3M | -60.1% | +1.1% | -61.2% | -58.5% |
| 6M | -66.0% | +2.0% | -68.0% | -63.7% |
| YTD | -71.4% | +3.5% | -74.9% | -69.1% |
| 1Y | -45.3% | +4.1% | -49.4% | -40.6% |
| 3Y | +9.1% | +14.4% | -5.2% | +37.0% |
| 5Y | -82.6% | +21.4% | -104.0% | -78.9% |
| All | -80.5% | +22.0% | -102.5% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling