-80.5%
TE vs DT
+60.3%
-140.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -19.1% | +3.1% | -22.2% | -19.8% |
| 30D | -34.1% | -29.5% | -4.6% | -27.1% |
| 3M | -60.1% | -11.7% | -48.4% | -59.2% |
| 6M | -66.0% | +29.0% | -94.9% | -69.6% |
| YTD | -71.4% | +3.4% | -74.8% | -72.9% |
| 1Y | -45.3% | -4.2% | -41.0% | -46.7% |
| 3Y | +9.1% | -12.8% | +22.0% | +8.6% |
| 5Y | -82.6% | -39.6% | -43.0% | -82.9% |
| All | -80.5% | +60.3% | -140.9% | -81.9% |
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