Portfolio Tracking Error Analyzer

Analyze tracking error contributions at equity and sector levels

Portfolio Structure

Configure your portfolio sleeves. Weights must sum to 100%.

Managed Core

Active

Core portfolio holdings (always enabled)

Passive Index

Enable

Alpha Sleeve

Enable

Custom high-conviction holdings

Total Portfolio Weight: 100.0%

Alpha Sleeve Holdings

Add holdings for your alpha sleeve. Weights should sum to 100% within this sleeve.

Ticker	Weight (%)	Action

Alpha Sleeve Internal Weight Total: 0.0%

Managed Core Holdings

Add Holdings (Ticker and Weight - Sector auto-detected):

Ticker	Weight (%)	Sector	Action

Managed Core Internal Weight Total: 0.0%

2. Benchmark & Parameters

Benchmark:

Time Horizon:

Frequency:

Sector Grouping:

Fetching data via proxy server...

This may take a few minutes depending on number of holdings

Results

Portfolio Return

Benchmark Return

Active Return

Portfolio Tracking Error

Number of Holdings

Analysis Period

Equity-Level Tracking Error Contributions

Ticker ↕	Sector ↕	Active Weight (%) ↕	Return (%) ↕	Active Return (%) ↕	CTE (%) ↕	% of Return ↕	% of TE ↕

Sector-Level Tracking Error Contributions

Sector ↕	Active Return (%) ↕	CTE (%) ↕	% of Return ↕	% of TE ↕

Portfolio Summary

Metric	Value

Growth of $10,000 (Portfolio vs Benchmark)

Cumulative value from $10,000 at period start

Portfolio Benchmark

Portfolio vs Benchmark Returns (Scatter Plot)

Daily returns with regression line (slope = Beta)

Daily Returns Regression Line (Beta)

Rolling Tracking Error (60-Day Window)

Portfolio tracking error over time (annualized)

Rolling TE

Rolling Portfolio Beta (60-Day Window)

Portfolio Beta vs Benchmark over time

Portfolio Beta Beta = 1.0 (Neutral)