+24.3%
DOW vs TE
+147.6%
-123.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +0.6% |
| 7D | -2.4% | +0.9% | -3.3% | -2.3% |
| 30D | -4.1% | -16.3% | +12.2% | -4.5% |
| 3M | -12.4% | -40.8% | +28.3% | -13.2% |
| 6M | -10.6% | -42.6% | +32.0% | -10.8% |
| YTD | +31.1% | -31.4% | +62.5% | +30.3% |
| All | +24.3% | +147.6% | -123.3% | +25.0% |
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