-12.6%
DT vs TPR
+404.6%
-417.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +2.7% | -1.1% | +3.9% | +2.9% |
| 30D | -30.4% | +15.1% | -45.5% | -31.6% |
| 3M | -9.4% | -13.4% | +4.0% | -8.0% |
| 6M | +14.5% | +1.4% | +13.2% | +13.3% |
| YTD | +3.6% | +4.8% | -1.2% | +0.1% |
| 1Y | -3.4% | +29.2% | -32.6% | -11.4% |
| All | -12.6% | +404.6% | -417.2% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling