+96.4%
DE vs TPR
+230.0%
-133.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.0% |
| 7D | +0.7% | -3.4% | +4.1% | +1.5% |
| 30D | +9.6% | -27.3% | +37.0% | +17.8% |
| 3M | +19.0% | -16.2% | +35.2% | +23.1% |
| 6M | +16.1% | -17.9% | +33.9% | +20.2% |
| YTD | +47.0% | -7.1% | +54.1% | +47.3% |
| 1Y | +43.1% | +13.6% | +29.5% | +35.4% |
| 3Y | +77.5% | +293.7% | -216.3% | +18.9% |
| 5Y | +96.4% | +239.1% | -142.7% | +29.8% |
| All | +96.4% | +230.0% | -133.6% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling