-19.1%
TE vs DT
+6.3%
-25.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | +15.0% | -0.5% | +15.5% | +15.1% |
| 30D | -7.5% | +0.1% | -7.6% | -7.8% |
| 3M | -42.0% | +24.1% | -66.1% | -47.3% |
| 6M | -31.4% | +30.1% | -61.5% | -39.6% |
| YTD | -26.5% | +16.8% | -43.2% | -32.2% |
| 1Y | +153.1% | -0.1% | +153.2% | +153.4% |
| All | -19.1% | +6.3% | -25.4% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling