-82.0%
TE vs DG
-34.0%
-48.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.5% | -7.4% |
| 7D | -13.6% | -2.5% | -11.1% | -13.5% |
| 30D | -37.7% | +7.7% | -45.3% | -38.1% |
| 3M | -59.8% | +13.1% | -72.9% | -60.3% |
| 6M | -66.3% | +32.0% | -98.4% | -67.6% |
| YTD | -70.5% | +3.3% | -73.8% | -70.8% |
| 1Y | -48.8% | +31.7% | -80.5% | -51.0% |
| 3Y | +31.3% | +21.7% | +9.7% | +29.5% |
| 5Y | -82.0% | -34.7% | -47.3% | -80.5% |
| All | -82.0% | -34.0% | -48.0% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling