-35.7%
U vs TE
-53.5%
+17.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.4% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | -1.3% | -5.9% | +4.6% | -0.6% |
| 3M | +64.6% | -45.6% | +110.2% | +80.7% |
| 6M | +119.4% | -43.4% | +162.7% | +125.6% |
| YTD | -0.5% | -31.0% | +30.5% | -4.2% |
| 1Y | +1.3% | +145.2% | -143.9% | -32.5% |
| 3Y | +15.6% | -24.1% | +39.7% | -9.1% |
| 5Y | -67.5% | -48.1% | -19.3% | -70.8% |
| All | -35.7% | -53.5% | +17.8% | -46.0% |
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 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