-39.0%
U vs TE
-53.6%
+14.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -3.8% | -4.0% | +0.2% | -3.0% |
| 30D | +17.5% | -15.9% | +33.4% | +21.0% |
| 3M | +38.7% | -60.5% | +99.3% | +62.6% |
| 6M | +104.4% | -35.2% | +139.6% | +103.4% |
| YTD | -5.7% | -31.1% | +25.5% | -9.0% |
| 1Y | +3.7% | +148.6% | -145.0% | -31.0% |
| 3Y | +12.3% | -26.4% | +38.7% | -10.4% |
| 5Y | -68.8% | -48.0% | -20.8% | -71.9% |
| All | -39.0% | -53.6% | +14.6% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling