+75.5%
DE vs TPR
+308.4%
-232.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +10.0% | -2.3% | +12.3% | +10.6% |
| 30D | +13.3% | -23.0% | +36.3% | +19.7% |
| 3M | +17.5% | -12.5% | +30.0% | +20.1% |
| 6M | +13.6% | -21.4% | +35.0% | +18.6% |
| YTD | +49.8% | -3.5% | +53.3% | +48.4% |
| 1Y | +47.9% | +17.4% | +30.5% | +38.8% |
| All | +75.5% | +308.4% | -232.8% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling