+192.8%
TER vs TE
-20.5%
+213.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.0% | +15.7% | +13.2% |
| 7D | -5.8% | -10.5% | +4.8% | -3.8% |
| 30D | -38.9% | -32.4% | -6.5% | -35.0% |
| 3M | -35.1% | -60.9% | +25.7% | -25.2% |
| 6M | -31.6% | -62.8% | +31.3% | -20.8% |
| YTD | +27.2% | -65.7% | +93.0% | +46.0% |
| 1Y | +35.2% | -39.9% | +75.1% | +43.7% |
| 3Y | +192.8% | +10.6% | +182.2% | +157.7% |
| All | +192.8% | -20.5% | +213.3% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling