+87.8%
DT vs TPR
+411.6%
-323.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | -29.5% | +15.1% | -44.6% | -32.5% |
| 3M | -11.7% | +3.5% | -15.2% | -13.1% |
| 6M | +29.0% | +0.4% | +28.5% | +26.4% |
| YTD | +3.4% | +4.6% | -1.2% | -1.8% |
| 1Y | -4.2% | +33.1% | -37.3% | -15.7% |
| 3Y | -12.8% | +396.0% | -408.8% | -51.7% |
| 5Y | -39.6% | +230.3% | -269.9% | -63.0% |
| All | +87.8% | +411.6% | -323.8% | -3.3% |
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