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  • DE vs TPR✓SelectedUSD · TPRDE vs TPR performance historyLatest closeAs of-0.52%09/09
Stock and ETF performance explorer

DE vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+863.5%
TPR return
+299.5%
Excess return
+564.1%
Maximum drawdown
-37.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
1D-0.5%-3.3%+2.8%+0.4%
7D-3.0%-7.3%+4.3%-0.9%
30D+11.1%-30.7%+41.9%+22.9%
3M+17.6%-21.6%+39.2%+25.1%
6M+13.6%-21.3%+34.9%+20.1%
YTD+46.3%-10.2%+56.4%+48.0%
1Y+44.2%+9.5%+34.7%+36.5%
3Y+76.6%+280.8%-204.2%+10.2%
5Y+98.2%+218.7%-120.5%+25.0%
10Y+863.5%+306.7%+556.8%+401.1%
All+863.5%+299.5%+564.1%+401.1%

Cumulative growth

Daily Returns

Daily percentage return beside TPR.

Daily Out/Under-Performance

Portfolio return minus TPR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TPR 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 TPR 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