-19.1%
TE vs USFR
+14.0%
-33.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +15.0% | +0.1% | +14.9% | +15.9% |
| 30D | -7.5% | +0.3% | -7.8% | -3.7% |
| 3M | -42.0% | +1.0% | -42.9% | -34.1% |
| 6M | -31.4% | +1.9% | -33.4% | -16.4% |
| YTD | -26.5% | +2.7% | -29.2% | -7.7% |
| 1Y | +153.1% | +4.0% | +149.1% | +240.7% |
| All | -19.1% | +14.0% | -33.1% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling