-53.4%
TE vs USFR
+21.0%
-74.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.6% |
| 7D | +0.9% | +0.1% | +0.8% | +1.2% |
| 30D | -16.3% | +0.3% | -16.6% | -15.3% |
| 3M | -40.8% | +1.0% | -41.7% | -38.9% |
| 6M | -42.6% | +1.9% | -44.5% | -40.0% |
| YTD | -31.4% | +2.7% | -34.1% | -28.0% |
| 1Y | +144.9% | +4.0% | +140.9% | +160.9% |
| 3Y | -26.0% | +14.1% | -40.1% | -9.1% |
| 5Y | -48.5% | +20.5% | -69.0% | -39.3% |
| All | -53.4% | +21.0% | -74.4% | -44.7% |
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