+32.6%
XYZ vs TE
-44.1%
+76.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.7% |
| 7D | +14.9% | -10.5% | +25.4% | +15.4% |
| 30D | +14.7% | -32.4% | +47.1% | +16.5% |
| 3M | +12.1% | -60.9% | +73.0% | +16.3% |
| 6M | +18.3% | -62.8% | +81.1% | +22.1% |
| YTD | +36.1% | -65.7% | +101.8% | +39.7% |
| All | +32.6% | -44.1% | +76.7% | +33.3% |
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 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