-17.5%
DOW vs TE
-53.0%
+35.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.1% |
| 7D | -2.4% | -4.0% | +1.6% | -2.2% |
| 30D | +0.4% | -15.9% | +16.3% | +1.0% |
| 3M | -14.4% | -60.5% | +46.2% | -10.9% |
| 6M | -7.0% | -35.2% | +28.2% | -7.5% |
| YTD | +30.2% | -31.1% | +61.3% | +27.7% |
| 1Y | +29.2% | +148.6% | -119.4% | +11.2% |
| 3Y | -36.7% | -26.4% | -10.3% | -44.3% |
| 5Y | -37.7% | -48.0% | +10.3% | -44.7% |
| All | -17.5% | -53.0% | +35.5% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling