-49.3%
TE vs DTE
+30.3%
-79.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | +0.2% | -2.6% | +2.8% | +0.9% |
| 30D | -5.9% | -4.4% | -1.5% | -4.8% |
| 3M | -45.6% | -8.3% | -37.2% | -44.8% |
| 6M | -43.4% | -8.1% | -35.3% | -42.8% |
| YTD | -31.0% | +4.4% | -35.4% | -34.0% |
| 1Y | +145.2% | +0.2% | +145.0% | +138.9% |
| 3Y | -24.1% | +42.6% | -66.7% | -38.4% |
| All | -49.3% | +30.3% | -79.6% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling