-8.1%
DT vs TPR
+407.4%
-415.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -24.7% | +14.2% | -38.9% | -25.9% |
| 30D | -27.4% | +17.1% | -44.5% | -28.8% |
| 3M | -11.1% | -17.7% | +6.6% | -9.1% |
| 6M | +13.7% | -10.2% | +23.9% | +14.4% |
| YTD | +0.2% | +4.9% | -4.7% | -3.1% |
| 1Y | -5.7% | +36.1% | -41.8% | -14.5% |
| 3Y | -8.1% | +416.5% | -424.6% | -32.0% |
| All | -8.1% | +407.4% | -415.5% | -32.0% |
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