-53.1%
TE vs DG
-10.5%
-42.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +0.2% | -6.5% | +6.7% | +0.7% |
| 30D | -5.9% | +4.2% | -10.1% | -6.3% |
| 3M | -45.6% | +9.5% | -55.1% | -46.3% |
| 6M | -43.4% | -13.1% | -30.2% | -42.7% |
| YTD | -31.0% | -4.8% | -26.1% | -31.2% |
| 1Y | +145.2% | +20.6% | +124.6% | +137.7% |
| 3Y | -24.1% | +4.9% | -29.0% | -23.9% |
| 5Y | -48.1% | -37.9% | -10.3% | -44.2% |
| All | -53.1% | -10.5% | -42.5% | -48.8% |
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