-48.5%
TE vs DINO
+319.5%
-368.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.6% |
| 7D | +0.9% | +1.5% | -0.6% | +0.4% |
| 30D | -16.3% | +25.9% | -42.2% | -23.9% |
| 3M | -40.8% | +53.2% | -93.9% | -50.9% |
| 6M | -42.6% | +105.5% | -148.1% | -58.5% |
| YTD | -31.4% | +139.2% | -170.7% | -54.1% |
| 1Y | +144.9% | +117.4% | +27.5% | +69.0% |
| 3Y | -26.0% | +99.3% | -125.3% | -50.3% |
| 5Y | -48.5% | +333.0% | -381.5% | -72.5% |
| All | -48.5% | +319.5% | -368.0% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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