+102.9%
T vs DTE
+47.2%
+55.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +4.6% | -0.5% | +5.1% | +4.8% |
| 3M | +12.2% | -6.0% | +18.3% | +15.7% |
| 6M | -6.5% | -7.2% | +0.8% | -3.1% |
| YTD | +4.9% | +7.2% | -2.3% | +1.3% |
| 1Y | -10.5% | +4.1% | -14.5% | -12.5% |
| All | +102.9% | +47.2% | +55.7% | +72.3% |
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