+4.3%
DT vs TPR
+18.2%
-13.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.7% |
| 7D | -3.3% | -2.7% | -0.6% | -3.5% |
| 30D | +2.0% | -23.3% | +25.3% | 0.0% |
| 3M | +20.0% | -12.8% | +32.8% | +19.2% |
| 6M | +39.3% | -21.7% | +61.0% | +38.4% |
| YTD | +19.8% | -3.9% | +23.6% | +18.0% |
| 1Y | +4.3% | +16.9% | -12.6% | +1.2% |
| All | +4.3% | +18.2% | -13.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling