+191.1%
TRI vs DTE
+137.8%
+53.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -7.9% | -2.6% | -5.3% | -7.1% |
| 30D | -4.5% | -4.4% | -0.1% | -3.2% |
| 3M | +22.1% | -8.3% | +30.4% | +25.5% |
| 6M | -2.8% | -8.1% | +5.3% | -0.6% |
| YTD | -23.4% | +4.4% | -27.8% | -25.3% |
| 1Y | -41.5% | +0.2% | -41.7% | -42.2% |
| 3Y | -19.2% | +42.6% | -61.8% | -30.1% |
| 5Y | -9.4% | +31.5% | -40.9% | -20.1% |
| All | +191.1% | +137.8% | +53.2% | +113.6% |
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