+505.0%
TRI vs DTE
+843.3%
-338.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -14.4% | -2.0% | -12.4% | -13.7% |
| 30D | -8.1% | -2.4% | -5.7% | -7.3% |
| 3M | +17.5% | -7.3% | +24.8% | +21.0% |
| 6M | -5.0% | -7.6% | +2.7% | -2.5% |
| YTD | -24.7% | +5.8% | -30.5% | -27.2% |
| 1Y | -41.5% | +2.3% | -43.8% | -42.7% |
| 3Y | -20.3% | +45.0% | -65.4% | -33.3% |
| 5Y | -10.9% | +33.2% | -44.1% | -23.7% |
| 10Y | +190.6% | +141.4% | +49.2% | +83.1% |
| All | +505.0% | +843.3% | -338.3% | +86.1% |
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 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