-45.3%
TE vs DG
+31.9%
-77.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.1% |
| 7D | -19.1% | +0.3% | -19.4% | -19.0% |
| 30D | -34.1% | +3.2% | -37.4% | -34.0% |
| 3M | -60.1% | +10.4% | -70.6% | -60.2% |
| 6M | -66.0% | +33.2% | -99.1% | -68.2% |
| YTD | -71.4% | +3.0% | -74.4% | -71.9% |
| 1Y | -45.3% | +31.2% | -76.5% | -56.9% |
| All | -45.3% | +31.9% | -77.1% | -56.9% |
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 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