+21.7%
TE vs DRI
+68.4%
-46.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -22.0% | -0.7% | -21.3% | -21.8% |
| 30D | -33.6% | +14.7% | -48.3% | -36.2% |
| 3M | -61.1% | +5.4% | -66.5% | -61.8% |
| 6M | -64.7% | +18.8% | -83.6% | -67.6% |
| YTD | -68.1% | +28.4% | -96.5% | -72.7% |
| 1Y | -51.7% | +37.7% | -89.4% | -61.0% |
| All | +21.7% | +68.4% | -46.6% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling