+995.4%
TER vs DTE
+152.1%
+843.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +3.4% | +10.9% | +13.2% |
| 30D | -30.6% | +8.9% | -39.5% | -32.6% |
| 3M | -39.2% | +1.1% | -40.2% | -39.4% |
| 6M | -31.3% | +0.1% | -31.4% | -31.8% |
| YTD | +29.1% | +11.1% | +18.0% | +23.2% |
| 1Y | +47.4% | +4.9% | +42.5% | +43.5% |
| 3Y | +191.2% | +58.6% | +132.7% | +135.3% |
| 5Y | +74.0% | +47.3% | +26.7% | +43.4% |
| All | +995.4% | +152.1% | +843.3% | +671.6% |
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