+35.8%
XYZ vs TE
-49.1%
+84.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.9% | +3.0% |
| 7D | -1.1% | -19.1% | +18.0% | -0.1% |
| 30D | +11.5% | -34.1% | +45.6% | +13.4% |
| 3M | +1.8% | -60.1% | +61.9% | +5.5% |
| 6M | +21.2% | -66.0% | +87.2% | +25.7% |
| YTD | +29.9% | -71.4% | +101.4% | +35.2% |
| 1Y | +35.8% | -45.3% | +81.0% | +45.5% |
| All | +35.8% | -49.1% | +84.8% | +45.5% |
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