-35.5%
DOW vs TE
-49.6%
+14.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +1.2% |
| 7D | -2.4% | +0.9% | -3.3% | -2.5% |
| 30D | -4.1% | -16.3% | +12.2% | -3.4% |
| 3M | -12.4% | -40.8% | +28.3% | -10.9% |
| 6M | -10.6% | -42.6% | +32.0% | -10.3% |
| YTD | +31.1% | -31.4% | +62.5% | +28.4% |
| 1Y | +30.5% | +144.9% | -114.4% | +11.6% |
| 3Y | -34.4% | -26.0% | -8.4% | -42.2% |
| 5Y | -35.5% | -48.5% | +13.0% | -44.4% |
| All | -35.5% | -49.6% | +14.1% | -44.4% |
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