-4.9%
DOW vs TPR
+387.7%
-392.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -9.5% | +14.2% | -23.7% | -13.9% |
| 30D | +13.1% | +17.1% | -4.0% | +6.3% |
| 3M | +4.8% | -17.7% | +22.5% | +10.8% |
| 6M | -16.7% | -10.2% | -6.5% | -15.8% |
| YTD | +38.9% | +4.9% | +34.0% | +29.1% |
| 1Y | +48.3% | +36.1% | +12.2% | +23.5% |
| 3Y | -24.4% | +416.5% | -440.8% | -66.2% |
| 5Y | -29.2% | +254.8% | -284.0% | -64.9% |
| All | -4.9% | +387.7% | -392.5% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling