-45.4%
TE vs DG
-39.5%
-5.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.7% |
| 7D | +15.0% | -4.8% | +19.8% | +15.4% |
| 30D | -7.5% | +1.8% | -9.3% | -7.8% |
| 3M | -42.0% | +14.5% | -56.4% | -43.2% |
| 6M | -31.4% | -13.6% | -17.9% | -30.4% |
| YTD | -26.5% | -4.8% | -21.7% | -26.7% |
| 1Y | +153.1% | +21.6% | +131.5% | +144.1% |
| 3Y | -20.7% | +4.5% | -25.1% | -19.9% |
| 5Y | -45.4% | -38.5% | -7.0% | -39.7% |
| All | -45.4% | -39.5% | -5.9% | -39.7% |
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