-53.2%
TE vs DG
-4.3%
-48.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -4.0% | +8.4% | -12.4% | -4.7% |
| 30D | -15.9% | +4.9% | -20.8% | -16.3% |
| 3M | -60.5% | +29.3% | -89.9% | -61.7% |
| 6M | -35.2% | -11.3% | -23.9% | -34.4% |
| YTD | -31.1% | +1.8% | -32.9% | -31.7% |
| 1Y | +148.6% | +25.3% | +123.3% | +140.3% |
| 3Y | -26.4% | +9.1% | -35.5% | -26.3% |
| 5Y | -48.0% | -34.9% | -13.1% | -44.3% |
| All | -53.2% | -4.3% | -48.8% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling