+148.6%
TE vs DRI
+6.9%
+141.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.0% |
| 7D | -4.0% | +0.6% | -4.5% | -3.6% |
| 30D | -15.9% | +3.8% | -19.7% | -13.8% |
| 3M | -60.5% | +13.0% | -73.6% | -57.9% |
| 6M | -35.2% | +8.3% | -43.5% | -31.3% |
| YTD | -31.1% | +20.6% | -51.8% | -25.0% |
| 1Y | +148.6% | +6.5% | +142.2% | +175.9% |
| All | +148.6% | +6.9% | +141.7% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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