+4,637.0%
DE vs TRI
+507.2%
+4,129.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.3% |
| 7D | -3.0% | -8.4% | +5.4% | +0.6% |
| 30D | +11.1% | -6.5% | +17.6% | +13.9% |
| 3M | +17.6% | +18.6% | -1.0% | +5.4% |
| 6M | +13.6% | -10.4% | +24.0% | +14.1% |
| YTD | +46.3% | -23.7% | +70.0% | +55.6% |
| 1Y | +44.2% | -42.5% | +86.6% | +77.6% |
| 3Y | +76.6% | -19.3% | +95.9% | +73.7% |
| 5Y | +98.2% | -9.7% | +107.9% | +79.5% |
| 10Y | +863.5% | +194.4% | +669.1% | +321.6% |
| All | +4,637.0% | +507.2% | +4,129.8% | +1,103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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