-31.8%
TE vs D
+79.5%
-111.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.5% |
| 7D | -12.6% | +3.0% | -15.6% | -12.6% |
| 30D | -36.7% | +11.5% | -48.2% | -37.0% |
| 3M | -57.5% | +3.7% | -61.2% | -57.5% |
| 6M | -55.2% | +13.5% | -68.8% | -55.7% |
| YTD | -64.7% | +20.7% | -85.4% | -65.2% |
| 1Y | -35.9% | +18.2% | -54.1% | -36.8% |
| 3Y | -31.8% | +73.3% | -105.1% | -46.5% |
| All | -31.8% | +79.5% | -111.3% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling