-80.5%
TE vs DG
-3.2%
-77.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -19.1% | +0.3% | -19.4% | -19.1% |
| 30D | -34.1% | +3.2% | -37.4% | -34.3% |
| 3M | -60.1% | +10.4% | -70.6% | -60.5% |
| 6M | -66.0% | +33.2% | -99.1% | -67.2% |
| YTD | -71.4% | +3.0% | -74.4% | -71.7% |
| 1Y | -45.3% | +31.2% | -76.5% | -47.4% |
| 3Y | +9.1% | +21.8% | -12.7% | +7.3% |
| 5Y | -82.6% | -35.0% | -47.6% | -81.3% |
| All | -80.5% | -3.2% | -77.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling