+148.6%
TE vs DE
+49.4%
+99.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.0% | +10.0% | -14.0% | -2.5% |
| 30D | -15.9% | +13.3% | -29.2% | -14.3% |
| 3M | -60.5% | +17.5% | -78.1% | -59.3% |
| 6M | -35.2% | +13.6% | -48.8% | -36.2% |
| YTD | -31.1% | +49.8% | -80.9% | -3.0% |
| 1Y | +148.6% | +47.9% | +100.8% | +225.0% |
| All | +148.6% | +49.4% | +99.3% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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