-24.5%
TE vs DE
+75.2%
-99.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.8% |
| 7D | +0.9% | -2.4% | +3.3% | +2.2% |
| 30D | -16.3% | +9.7% | -26.0% | -22.0% |
| 3M | -40.8% | +21.4% | -62.1% | -48.0% |
| 6M | -42.6% | +15.0% | -57.6% | -48.4% |
| YTD | -31.4% | +46.4% | -77.9% | -51.5% |
| 1Y | +144.9% | +45.6% | +99.3% | +67.8% |
| All | -24.5% | +75.2% | -99.7% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling