-53.4%
TE vs DT
+84.0%
-137.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -7.2% |
| 7D | +0.9% | -2.5% | +3.4% | +1.5% |
| 30D | -16.3% | +3.5% | -19.8% | -17.4% |
| 3M | -40.8% | +26.7% | -67.5% | -45.8% |
| 6M | -42.6% | +36.1% | -78.7% | -49.1% |
| YTD | -31.4% | +18.6% | -50.1% | -36.9% |
| 1Y | +144.9% | +7.9% | +137.0% | +132.9% |
| 3Y | -26.0% | +8.6% | -34.6% | -30.5% |
| 5Y | -48.5% | -26.7% | -21.8% | -51.1% |
| All | -53.4% | +84.0% | -137.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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