-48.5%
TE vs USFR
+21.0%
-69.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.1% |
| 7D | +18.2% | +0.1% | +18.2% | +18.5% |
| 30D | -13.5% | +0.3% | -13.8% | -12.5% |
| 3M | -44.6% | +1.0% | -45.6% | -42.9% |
| 6M | -24.7% | +1.9% | -26.6% | -21.3% |
| YTD | -24.3% | +2.7% | -26.9% | -20.6% |
| 1Y | +155.6% | +4.0% | +151.5% | +172.1% |
| 3Y | -18.3% | +14.0% | -32.3% | +0.4% |
| 5Y | -41.3% | +20.4% | -61.7% | -31.0% |
| All | -48.5% | +21.0% | -69.5% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling