+6,380.8%
DE vs TPR
+8,206.4%
-1,825.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.3% | +12.1% | -8.8% | -0.5% |
| 30D | +10.7% | +16.7% | -5.9% | +5.1% |
| 3M | +13.1% | -17.4% | +30.5% | +18.8% |
| 6M | +20.2% | +2.3% | +17.9% | +17.4% |
| YTD | +48.9% | +7.1% | +41.7% | +42.1% |
| 1Y | +46.6% | +29.5% | +17.1% | +31.3% |
| 3Y | +91.4% | +415.0% | -323.7% | +4.9% |
| 5Y | +108.1% | +261.5% | -153.3% | +22.1% |
| 10Y | +782.7% | +383.3% | +399.4% | +309.8% |
| All | +6,380.8% | +8,206.4% | -1,825.6% | +1,181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling