-53.4%
TE vs DLR
+93.8%
-147.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.8% | -5.9% |
| 7D | +0.9% | -1.3% | +2.2% | +1.5% |
| 30D | -16.3% | -2.9% | -13.4% | -15.3% |
| 3M | -40.8% | +3.2% | -44.0% | -41.8% |
| 6M | -42.6% | +3.9% | -46.5% | -43.5% |
| YTD | -31.4% | +21.4% | -52.9% | -36.4% |
| 1Y | +144.9% | +9.7% | +135.2% | +136.1% |
| 3Y | -26.0% | +56.5% | -82.6% | -37.2% |
| 5Y | -48.5% | +41.5% | -90.0% | -57.1% |
| All | -53.4% | +93.8% | -147.2% | -61.0% |
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