+755.9%
DE vs TPR
+364.3%
+391.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +3.6% | +15.1% | -11.5% | -0.8% |
| 3M | +10.2% | +3.5% | +6.7% | +8.6% |
| 6M | +16.6% | +0.4% | +16.1% | +14.7% |
| YTD | +45.8% | +4.6% | +41.2% | +40.7% |
| 1Y | +43.9% | +33.1% | +10.8% | +28.9% |
| 3Y | +89.6% | +396.0% | -306.4% | +9.0% |
| 5Y | +100.3% | +230.3% | -130.0% | +25.4% |
| All | +755.9% | +364.3% | +391.6% | +330.9% |
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