+537.0%
TDG vs DTE
+137.8%
+399.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.1% |
| 7D | -1.9% | -2.6% | +0.7% | -0.2% |
| 30D | -7.7% | -4.4% | -3.3% | -5.0% |
| 3M | -9.3% | -8.3% | -1.0% | -4.2% |
| 6M | -9.4% | -8.1% | -1.3% | -4.8% |
| YTD | -14.3% | +4.4% | -18.7% | -17.7% |
| 1Y | -11.8% | +0.2% | -12.0% | -13.2% |
| 3Y | +52.0% | +42.6% | +9.4% | +12.7% |
| 5Y | +128.8% | +31.5% | +97.4% | +76.2% |
| All | +537.0% | +137.8% | +399.2% | +235.6% |
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