-45.3%
TE vs DT
-2.7%
-42.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -19.1% | +3.1% | -22.2% | -19.2% |
| 30D | -34.1% | -29.5% | -4.6% | -32.9% |
| 3M | -60.1% | -11.7% | -48.4% | -60.3% |
| 6M | -66.0% | +29.0% | -94.9% | -68.4% |
| YTD | -71.4% | +3.4% | -74.8% | -70.1% |
| 1Y | -45.3% | -4.2% | -41.0% | -36.5% |
| All | -45.3% | -2.7% | -42.6% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling