-9.8%
TRI vs DTE
+30.3%
-40.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | -7.9% | -2.6% | -5.3% | -7.4% |
| 30D | -4.5% | -4.4% | -0.1% | -3.6% |
| 3M | +22.1% | -8.3% | +30.4% | +24.4% |
| 6M | -2.8% | -8.1% | +5.3% | -1.2% |
| YTD | -23.4% | +4.4% | -27.8% | -25.0% |
| 1Y | -41.5% | +0.2% | -41.7% | -42.1% |
| 3Y | -19.2% | +42.6% | -61.8% | -27.9% |
| All | -9.8% | +30.3% | -40.1% | -17.1% |
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