-10.4%
DOW vs TPR
+331.8%
-342.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +1.8% |
| 7D | -2.9% | -3.4% | +0.4% | -1.7% |
| 30D | +2.0% | -27.3% | +29.3% | +13.4% |
| 3M | -12.5% | -16.2% | +3.7% | -8.4% |
| 6M | -9.2% | -17.9% | +8.7% | -5.9% |
| YTD | +30.8% | -7.1% | +37.9% | +27.8% |
| 1Y | +29.4% | +13.6% | +15.8% | +15.7% |
| 3Y | -34.6% | +293.7% | -328.3% | -67.2% |
| 5Y | -35.9% | +239.1% | -275.0% | -67.9% |
| All | -10.4% | +331.8% | -342.2% | -65.8% |
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 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