+12.6%
TE vs DLR
+57.1%
-44.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.3% | -8.8% | -8.4% |
| 7D | -13.6% | +5.0% | -18.6% | -16.6% |
| 30D | -37.7% | +3.0% | -40.7% | -38.4% |
| 3M | -59.8% | -6.3% | -53.5% | -57.8% |
| 6M | -66.3% | -4.8% | -61.6% | -65.0% |
| YTD | -70.5% | +21.0% | -91.5% | -73.4% |
| 1Y | -48.8% | +15.1% | -64.0% | -52.4% |
| All | +12.6% | +57.1% | -44.5% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling