+44.2%
DE vs TPR
+9.9%
+34.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | -3.0% | -7.3% | +4.3% | -1.9% |
| 30D | +11.1% | -30.7% | +41.9% | +17.5% |
| 3M | +17.6% | -21.6% | +39.2% | +21.3% |
| 6M | +13.6% | -21.3% | +34.9% | +16.6% |
| YTD | +46.3% | -10.2% | +56.4% | +47.8% |
| 1Y | +44.2% | +9.5% | +34.7% | +43.9% |
| All | +44.2% | +9.9% | +34.3% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling