-80.5%
TE vs DLR
+89.5%
-170.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.2% |
| 7D | -19.1% | +3.3% | -22.4% | -20.3% |
| 30D | -34.1% | +4.6% | -38.7% | -35.1% |
| 3M | -60.1% | -8.3% | -51.8% | -58.4% |
| 6M | -66.0% | -5.6% | -60.3% | -64.9% |
| YTD | -71.4% | +18.7% | -90.1% | -73.1% |
| 1Y | -45.3% | +17.1% | -62.4% | -48.0% |
| 3Y | +9.1% | +54.4% | -45.2% | -6.1% |
| 5Y | -82.6% | +36.5% | -119.1% | -85.3% |
| All | -80.5% | +89.5% | -170.0% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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