-53.1%
TE vs DTE
+50.3%
-103.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +0.2% | -2.6% | +2.8% | +0.5% |
| 30D | -5.9% | -4.4% | -1.5% | -5.4% |
| 3M | -45.6% | -8.3% | -37.2% | -45.2% |
| 6M | -43.4% | -8.1% | -35.3% | -43.1% |
| YTD | -31.0% | +4.4% | -35.4% | -32.2% |
| 1Y | +145.2% | +0.2% | +145.0% | +142.9% |
| 3Y | -24.1% | +42.6% | -66.7% | -29.1% |
| 5Y | -48.1% | +31.5% | -79.6% | -51.1% |
| All | -53.1% | +50.3% | -103.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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