+84.8%
DE vs TPR
+407.4%
-322.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -0.6% | +14.2% | -14.8% | -3.5% |
| 30D | +2.3% | +17.1% | -14.8% | -1.4% |
| 3M | +9.5% | -17.7% | +27.2% | +13.7% |
| 6M | +14.1% | -10.2% | +24.3% | +15.5% |
| YTD | +45.4% | +4.9% | +40.5% | +41.2% |
| 1Y | +42.9% | +36.1% | +6.8% | +29.9% |
| 3Y | +84.8% | +416.5% | -331.6% | +13.4% |
| All | +84.8% | +407.4% | -322.6% | +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