-79.7%
TE vs D
+12.5%
-92.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | -12.6% | +3.0% | -15.6% | -13.2% |
| 30D | -36.7% | +11.5% | -48.2% | -38.3% |
| 3M | -57.5% | +3.7% | -61.2% | -57.8% |
| 6M | -55.2% | +13.5% | -68.8% | -56.7% |
| YTD | -64.7% | +20.7% | -85.4% | -66.4% |
| 1Y | -35.9% | +18.2% | -54.1% | -39.0% |
| 3Y | -31.8% | +73.3% | -105.1% | -45.3% |
| All | -79.7% | +12.5% | -92.1% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling