-72.4%
U vs TE
-81.1%
+8.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -0.1% |
| 7D | +24.4% | -26.9% | +51.2% | +31.7% |
| 30D | +7.4% | -38.9% | +46.3% | +17.7% |
| 3M | +16.8% | -61.0% | +77.8% | +39.5% |
| 6M | +78.8% | -66.4% | +145.2% | +105.8% |
| YTD | +14.0% | -69.0% | +83.0% | +27.4% |
| 1Y | +16.7% | -54.0% | +70.7% | +15.3% |
| 3Y | +86.4% | +38.0% | +48.4% | -3.2% |
| All | -72.4% | -81.1% | +8.7% | -70.7% |
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 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