+301.8%
TER vs TE
-78.2%
+380.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.4% | +7.8% |
| 7D | +5.9% | -22.0% | +27.9% | +10.8% |
| 30D | -30.8% | -33.6% | +2.9% | -25.8% |
| 3M | -29.9% | -61.1% | +31.1% | -18.3% |
| 6M | -27.5% | -64.7% | +37.3% | -14.8% |
| YTD | +37.5% | -68.1% | +105.6% | +59.9% |
| 1Y | +50.3% | -51.7% | +102.0% | +62.2% |
| 3Y | +204.9% | +42.0% | +162.9% | +134.2% |
| 5Y | +89.2% | -80.8% | +170.0% | +95.4% |
| All | +301.8% | -78.2% | +380.0% | +338.4% |
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