-63.9%
XYZ vs TE
-79.6%
+15.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.1% |
| 7D | +12.1% | -12.6% | +24.7% | +14.2% |
| 30D | +12.4% | -36.7% | +49.1% | +20.1% |
| 3M | +8.2% | -57.5% | +65.7% | +22.4% |
| 6M | +20.7% | -55.2% | +75.9% | +28.0% |
| YTD | +31.3% | -64.7% | +96.0% | +39.0% |
| 1Y | +20.5% | -35.9% | +56.4% | +9.6% |
| 3Y | +72.6% | -31.8% | +104.4% | +20.1% |
| All | -63.9% | -79.6% | +15.7% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling