+3.7%
U vs TE
+132.3%
-128.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -3.8% | -4.0% | +0.2% | -3.3% |
| 30D | +17.5% | -15.9% | +33.4% | +19.7% |
| 3M | +38.7% | -60.5% | +99.3% | +54.0% |
| 6M | +104.4% | -35.2% | +139.6% | +104.1% |
| YTD | -5.7% | -31.1% | +25.5% | -7.7% |
| 1Y | +3.7% | +148.6% | -145.0% | -17.0% |
| All | +3.7% | +132.3% | -128.6% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling