-49.1%
TE vs D
+16.2%
-65.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -3.0% |
| 7D | -10.5% | +0.8% | -11.3% | -10.4% |
| 30D | -32.4% | +10.7% | -43.2% | -32.1% |
| 3M | -60.9% | +2.3% | -63.1% | -60.9% |
| 6M | -62.8% | +12.5% | -75.3% | -63.8% |
| YTD | -65.7% | +20.1% | -85.8% | -64.9% |
| All | -49.1% | +16.2% | -65.3% | -48.1% |
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