+863.5%
DE vs TPR
+299.5%
+564.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 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