-68.9%
XYZ vs TE
-47.8%
-21.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.0% |
| 7D | -1.0% | -4.0% | +3.0% | -0.3% |
| 30D | -1.7% | -15.9% | +14.2% | +0.7% |
| 3M | +16.7% | -60.5% | +77.3% | +32.7% |
| 6M | +26.9% | -35.2% | +62.1% | +26.8% |
| YTD | +27.1% | -31.1% | +58.3% | +22.2% |
| 1Y | +9.3% | +148.6% | -139.4% | -26.3% |
| 3Y | +42.3% | -26.4% | +68.7% | +17.3% |
| All | -68.9% | -47.8% | -21.0% | -74.4% |
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