-80.8%
TE vs DRI
+78.6%
-159.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -22.0% | -0.7% | -21.3% | -21.7% |
| 30D | -33.6% | +14.7% | -48.3% | -38.3% |
| 3M | -61.1% | +5.4% | -66.5% | -62.5% |
| 6M | -64.7% | +18.8% | -83.6% | -69.1% |
| YTD | -68.1% | +28.4% | -96.5% | -74.2% |
| 1Y | -51.7% | +37.7% | -89.4% | -63.3% |
| 3Y | +42.0% | +68.0% | -26.0% | -10.0% |
| 5Y | -80.8% | +78.8% | -159.6% | -89.0% |
| All | -80.8% | +78.6% | -159.5% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling