+78.8%
U vs TE
+19.0%
+59.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -0.7% |
| 7D | +24.4% | -26.9% | +51.2% | +29.3% |
| 30D | +7.4% | -38.9% | +46.3% | +14.4% |
| 3M | +16.8% | -61.0% | +77.8% | +32.0% |
| 6M | +78.8% | -66.4% | +145.2% | +97.6% |
| YTD | +14.0% | -69.0% | +83.0% | +24.1% |
| 1Y | +16.7% | -54.0% | +70.7% | +17.1% |
| All | +78.8% | +19.0% | +59.8% | +35.0% |
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 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