-45.4%
TE vs DT
-28.0%
-17.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | +15.0% | -0.5% | +15.5% | +15.1% |
| 30D | -7.5% | +0.1% | -7.6% | -8.0% |
| 3M | -42.0% | +24.1% | -66.1% | -48.7% |
| 6M | -31.4% | +30.1% | -61.5% | -41.7% |
| YTD | -26.5% | +16.8% | -43.2% | -34.7% |
| 1Y | +153.1% | -0.1% | +153.2% | +144.5% |
| 3Y | -20.7% | +6.8% | -27.5% | -28.3% |
| 5Y | -45.4% | -28.4% | -17.1% | -49.0% |
| All | -45.4% | -28.0% | -17.5% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling