+20.7%
XYZ vs TE
-16.5%
+37.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.5% | +18.8% | +15.5% |
| 7D | +16.5% | +3.8% | +12.7% | +16.2% |
| 30D | +15.0% | -26.2% | +41.2% | +16.4% |
| 3M | +3.5% | -49.7% | +53.3% | +6.4% |
| 6M | +21.9% | -46.5% | +68.3% | +23.8% |
| YTD | +34.6% | -59.1% | +93.8% | +36.6% |
| 1Y | +20.7% | -25.8% | +46.6% | +16.0% |
| All | +20.7% | -16.5% | +37.2% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling