+143.6%
TE vs DG
+17.6%
+126.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.5% |
| 7D | +0.9% | -6.3% | +7.2% | +1.7% |
| 30D | -16.3% | +2.4% | -18.7% | -16.9% |
| 3M | -40.8% | +12.4% | -53.2% | -43.8% |
| 6M | -42.6% | -14.9% | -27.7% | -36.6% |
| YTD | -31.4% | -6.1% | -25.4% | -32.6% |
| All | +143.6% | +17.6% | +126.0% | +84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling