-53.1%
TE vs DGX
+152.8%
-205.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -5.9% | -1.2% | -4.8% | -5.8% |
| 3M | -45.6% | +15.8% | -61.3% | -46.4% |
| 6M | -43.4% | +18.2% | -61.5% | -44.5% |
| YTD | -31.0% | +37.2% | -68.2% | -34.2% |
| 1Y | +145.2% | +30.4% | +114.9% | +135.1% |
| 3Y | -24.1% | +96.7% | -120.8% | -32.6% |
| 5Y | -48.1% | +67.2% | -115.3% | -53.8% |
| All | -53.1% | +152.8% | -205.9% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling