+65.5%
T vs DTE
+57.1%
+8.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +2.5% | +3.4% | -0.9% | +0.9% |
| 30D | -3.8% | +8.9% | -12.7% | -7.6% |
| 3M | -8.7% | +1.1% | -9.8% | -9.3% |
| 6M | -8.1% | +0.1% | -8.2% | -8.1% |
| YTD | -6.4% | +11.1% | -17.5% | -11.3% |
| 1Y | -9.8% | +4.9% | -14.7% | -12.0% |
| 3Y | +65.5% | +58.6% | +6.9% | +45.1% |
| All | +65.5% | +57.1% | +8.4% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling