+6,420.7%
DE vs TPR
+7,380.8%
-960.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +10.0% | -2.3% | +12.3% | +10.8% |
| 30D | +13.3% | -23.0% | +36.3% | +22.2% |
| 3M | +17.5% | -12.5% | +30.0% | +21.3% |
| 6M | +13.6% | -21.4% | +35.0% | +20.7% |
| YTD | +49.8% | -3.5% | +53.3% | +48.5% |
| 1Y | +47.9% | +17.4% | +30.5% | +36.5% |
| 3Y | +72.5% | +291.3% | -218.7% | +3.7% |
| 5Y | +90.2% | +241.9% | -151.7% | +13.7% |
| 10Y | +865.4% | +322.7% | +542.7% | +369.5% |
| All | +6,420.7% | +7,380.8% | -960.1% | +1,238.9% |
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 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