+70.3%
T vs DTE
+137.8%
-67.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.6% |
| 7D | +1.5% | -2.6% | +4.1% | +2.6% |
| 30D | +7.5% | -4.4% | +11.9% | +9.6% |
| 3M | +14.8% | -8.3% | +23.2% | +19.3% |
| 6M | -1.7% | -8.1% | +6.3% | +1.8% |
| YTD | +8.7% | +4.4% | +4.3% | +6.4% |
| 1Y | -7.5% | +0.2% | -7.6% | -7.9% |
| 3Y | +110.2% | +42.6% | +67.6% | +78.8% |
| 5Y | +71.6% | +31.5% | +40.2% | +50.0% |
| All | +70.3% | +137.8% | -67.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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