+17.8%
XYZ vs TE
-48.3%
+66.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.0% | -13.2% | -4.9% |
| 7D | +2.9% | +18.2% | -15.4% | -0.2% |
| 30D | +1.4% | -13.5% | +14.9% | +3.3% |
| 3M | +14.6% | -44.6% | +59.1% | +22.8% |
| 6M | +20.8% | -24.7% | +45.5% | +17.5% |
| YTD | +23.1% | -24.3% | +47.3% | +16.4% |
| 1Y | +5.6% | +155.6% | -149.9% | -28.2% |
| 3Y | +50.9% | -18.3% | +69.2% | +18.1% |
| 5Y | -68.6% | -41.3% | -27.3% | -73.8% |
| All | +17.8% | -48.3% | +66.1% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling