+1,802.9%
TER vs DTE
+141.0%
+1,662.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.1% |
| 7D | +9.4% | -2.0% | +11.4% | +10.1% |
| 30D | -2.4% | -2.4% | 0.0% | -1.6% |
| 3M | +6.5% | -7.3% | +13.8% | +8.8% |
| 6M | +23.2% | -7.6% | +30.8% | +25.9% |
| YTD | +91.5% | +5.8% | +85.7% | +86.0% |
| 1Y | +214.8% | +2.3% | +212.5% | +208.7% |
| 3Y | +275.3% | +45.0% | +230.3% | +213.5% |
| 5Y | +211.9% | +33.2% | +178.7% | +167.5% |
| All | +1,802.9% | +141.0% | +1,662.0% | +1,192.6% |
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