+851.5%
DE vs TRI
+196.2%
+655.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -2.6% | -7.9% | +5.3% | -0.5% |
| 30D | +9.0% | -4.5% | +13.5% | +10.0% |
| 3M | +19.1% | +22.1% | -3.0% | +11.1% |
| 6M | +14.4% | -2.8% | +17.2% | +13.1% |
| YTD | +45.9% | -23.4% | +69.4% | +56.8% |
| 1Y | +43.6% | -41.5% | +85.1% | +72.8% |
| 3Y | +75.9% | -19.2% | +95.1% | +74.4% |
| 5Y | +98.8% | -9.4% | +108.2% | +82.1% |
| All | +851.5% | +196.2% | +655.3% | +422.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling