+129.5%
V vs TE
-78.8%
+208.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.7% |
| 7D | +0.8% | -26.9% | +27.7% | +1.8% |
| 30D | +9.9% | -38.9% | +48.9% | +11.5% |
| 3M | +17.5% | -61.0% | +78.5% | +20.7% |
| 6M | +33.5% | -66.4% | +99.9% | +36.1% |
| YTD | +21.6% | -69.0% | +90.6% | +23.1% |
| 1Y | +27.6% | -54.0% | +81.6% | +26.2% |
| 3Y | +76.4% | +38.0% | +38.4% | +53.1% |
| 5Y | +103.8% | -81.0% | +184.8% | +98.6% |
| All | +129.5% | -78.8% | +208.4% | +119.1% |
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