+144.9%
TE vs DLR
+14.5%
+130.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.8% | -5.2% |
| 7D | +0.9% | -1.3% | +2.2% | +2.1% |
| 30D | -16.3% | -2.9% | -13.4% | -14.4% |
| 3M | -40.8% | +3.2% | -44.0% | -42.7% |
| 6M | -42.6% | +3.9% | -46.5% | -44.2% |
| YTD | -31.4% | +21.4% | -52.9% | -44.3% |
| 1Y | +144.9% | +9.7% | +135.2% | +126.6% |
| All | +144.9% | +14.5% | +130.4% | +126.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling