+12,772.9%
TDG vs DTE
+725.1%
+12,047.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | -2.7% | -2.0% | -0.7% | -1.5% |
| 30D | -9.3% | -2.4% | -6.9% | -8.0% |
| 3M | -7.1% | -7.3% | +0.2% | -3.0% |
| 6M | -11.2% | -7.6% | -3.5% | -7.3% |
| YTD | -15.3% | +5.8% | -21.1% | -18.9% |
| 1Y | -12.5% | +2.3% | -14.8% | -14.7% |
| 3Y | +51.2% | +45.0% | +6.2% | +15.8% |
| 5Y | +126.1% | +33.2% | +92.9% | +80.1% |
| 10Y | +536.2% | +141.4% | +394.8% | +253.0% |
| All | +12,772.9% | +725.1% | +12,047.8% | +3,377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling