-53.4%
TE vs DRI
+117.7%
-171.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.6% |
| 7D | +0.9% | -4.8% | +5.7% | +1.7% |
| 30D | -16.3% | -5.2% | -11.1% | -15.7% |
| 3M | -40.8% | +2.7% | -43.5% | -41.5% |
| 6M | -42.6% | +3.6% | -46.2% | -43.6% |
| YTD | -31.4% | +15.4% | -46.9% | -34.5% |
| 1Y | +144.9% | +1.3% | +143.7% | +140.2% |
| 3Y | -26.0% | +53.1% | -79.1% | -32.8% |
| 5Y | -48.5% | +64.6% | -113.0% | -54.0% |
| All | -53.4% | +117.7% | -171.1% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling