+228.2%
TER vs DTE
+31.9%
+196.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +12.4% | 0.0% | +12.4% | +12.3% |
| 30D | +5.1% | -0.5% | +5.7% | +5.3% |
| 3M | +4.0% | -6.0% | +10.0% | +4.6% |
| 6M | +29.5% | -7.2% | +36.7% | +30.6% |
| YTD | +98.5% | +7.2% | +91.3% | +94.3% |
| 1Y | +234.1% | +4.1% | +230.0% | +228.2% |
| 3Y | +289.0% | +46.9% | +242.2% | +241.3% |
| 5Y | +228.2% | +32.9% | +195.3% | +202.4% |
| All | +228.2% | +31.9% | +196.2% | +202.4% |
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