+14,183.4%
TER vs DTE
+3,490.8%
+10,692.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +0.6% | +0.2% | +0.5% | +0.5% |
| 30D | -8.3% | -2.6% | -5.7% | -7.2% |
| 3M | -12.2% | -3.9% | -8.3% | -11.4% |
| 6M | +17.1% | -7.9% | +25.0% | +20.4% |
| YTD | +84.7% | +7.2% | +77.5% | +77.4% |
| 1Y | +199.9% | +3.1% | +196.8% | +192.3% |
| 3Y | +232.8% | +47.6% | +185.2% | +168.1% |
| 5Y | +198.6% | +32.7% | +165.9% | +149.8% |
| 10Y | +1,669.7% | +138.8% | +1,531.0% | +961.4% |
| All | +14,183.4% | +3,490.8% | +10,692.6% | +2,804.4% |
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 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