+9.1%
TE vs D
+73.4%
-64.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.0% |
| 7D | -19.1% | -1.4% | -17.7% | -19.1% |
| 30D | -34.1% | +7.7% | -41.9% | -34.1% |
| 3M | -60.1% | -0.3% | -59.8% | -60.2% |
| 6M | -66.0% | +10.1% | -76.0% | -66.2% |
| YTD | -71.4% | +19.1% | -90.5% | -71.5% |
| 1Y | -45.3% | +15.9% | -61.2% | -45.5% |
| 3Y | +9.1% | +75.0% | -65.9% | +1.7% |
| All | +9.1% | +73.4% | -64.2% | +1.7% |
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