-53.2%
TE vs DT
+85.8%
-138.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.9% |
| 7D | -4.0% | -3.3% | -0.7% | -2.9% |
| 30D | -15.9% | +2.0% | -17.9% | -16.7% |
| 3M | -60.5% | +20.0% | -80.5% | -63.1% |
| 6M | -35.2% | +39.3% | -74.5% | -43.1% |
| YTD | -31.1% | +19.8% | -50.9% | -36.8% |
| 1Y | +148.6% | +4.3% | +144.4% | +139.6% |
| 3Y | -26.4% | +7.7% | -34.1% | -30.6% |
| 5Y | -48.0% | -26.8% | -21.2% | -50.7% |
| All | -53.2% | +85.8% | -138.9% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling