+459.6%
TER vs TE
-53.2%
+512.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.7% | +3.2% | -2.4% |
| 7D | +9.4% | +0.9% | +8.5% | +9.2% |
| 30D | -2.4% | -16.3% | +13.8% | +0.1% |
| 3M | +6.5% | -40.8% | +47.3% | +15.4% |
| 6M | +23.2% | -42.6% | +65.8% | +30.8% |
| YTD | +91.5% | -31.4% | +122.9% | +95.8% |
| 1Y | +214.8% | +144.9% | +69.9% | +154.5% |
| 3Y | +275.3% | -26.0% | +301.4% | +228.8% |
| 5Y | +211.9% | -48.5% | +260.4% | +177.7% |
| All | +459.6% | -53.2% | +512.8% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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