+24.4%
XYZ vs TE
-80.5%
+104.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.9% | +3.3% |
| 7D | -1.1% | -19.1% | +18.0% | +2.4% |
| 30D | +11.5% | -34.1% | +45.6% | +18.3% |
| 3M | +1.8% | -60.1% | +61.9% | +16.4% |
| 6M | +21.2% | -66.0% | +87.2% | +34.8% |
| YTD | +29.9% | -71.4% | +101.4% | +42.3% |
| 1Y | +35.8% | -45.3% | +81.0% | +27.5% |
| 3Y | +62.6% | +9.1% | +53.4% | -2.1% |
| 5Y | -62.8% | -82.6% | +19.8% | -62.7% |
| All | +24.4% | -80.5% | +104.9% | +39.3% |
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