-20.2%
DOW vs TE
+9.8%
-30.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | +5.2% | -19.1% | +24.3% | +6.0% |
| 30D | +13.2% | -34.1% | +47.3% | +14.7% |
| 3M | +10.1% | -60.1% | +70.2% | +13.5% |
| 6M | -13.1% | -66.0% | +52.9% | -11.7% |
| YTD | +46.1% | -71.4% | +117.5% | +47.3% |
| 1Y | +50.0% | -45.3% | +95.3% | +42.4% |
| 3Y | -20.2% | +9.1% | -29.4% | -34.5% |
| All | -20.2% | +9.8% | -30.0% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling