-48.5%
TE vs D
+8.1%
-56.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.9% |
| 7D | +18.2% | +0.8% | +17.5% | +18.1% |
| 30D | -13.5% | -0.7% | -12.8% | -13.4% |
| 3M | -44.6% | +2.1% | -46.7% | -44.8% |
| 6M | -24.7% | +6.8% | -31.5% | -25.5% |
| YTD | -24.3% | +16.5% | -40.8% | -25.7% |
| 1Y | +155.6% | +19.2% | +136.4% | +149.4% |
| 3Y | -18.3% | +61.9% | -80.1% | -24.7% |
| 5Y | -41.3% | +6.5% | -47.8% | -44.4% |
| All | -48.5% | +8.1% | -56.5% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling