-68.1%
U vs TE
-41.3%
-26.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.0% | -7.4% | +0.4% |
| 7D | +4.5% | +18.2% | -13.8% | +0.6% |
| 30D | -0.6% | -13.5% | +12.9% | +1.8% |
| 3M | +48.4% | -44.6% | +93.0% | +63.1% |
| 6M | +115.4% | -24.7% | +140.1% | +106.5% |
| YTD | -3.2% | -24.3% | +21.0% | -9.1% |
| 1Y | -6.0% | +155.6% | -161.6% | -39.8% |
| 3Y | +13.5% | -18.3% | +31.7% | -9.7% |
| All | -68.1% | -41.3% | -26.8% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling