-25.8%
TE vs D
+23.9%
-49.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -8.0% | -2.7% |
| 7D | +3.8% | +8.5% | -4.7% | +5.0% |
| 30D | -26.2% | +14.3% | -40.5% | -25.1% |
| 3M | -49.7% | +1.8% | -51.5% | -49.8% |
| 6M | -46.5% | +13.0% | -59.5% | -48.2% |
| YTD | -59.1% | +22.7% | -81.9% | -56.7% |
| 1Y | -25.8% | +22.6% | -48.4% | -21.1% |
| All | -25.8% | +23.9% | -49.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling