+9,883.5%
TER vs DTE
+3,620.6%
+6,263.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +3.4% | +10.9% | +12.8% |
| 30D | -30.6% | +8.9% | -39.5% | -33.2% |
| 3M | -39.2% | +1.1% | -40.2% | -39.6% |
| 6M | -31.3% | +0.1% | -31.4% | -32.0% |
| YTD | +29.1% | +11.1% | +18.0% | +21.8% |
| 1Y | +47.4% | +4.9% | +42.5% | +42.6% |
| 3Y | +191.2% | +58.6% | +132.7% | +127.4% |
| 5Y | +74.0% | +47.3% | +26.7% | +38.7% |
| 10Y | +1,005.1% | +151.3% | +853.7% | +547.0% |
| All | +9,883.5% | +3,620.6% | +6,263.0% | +1,894.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling