-43.0%
DT vs TPR
+253.5%
-296.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -24.7% | +14.2% | -38.9% | -27.8% |
| 30D | -27.4% | +17.1% | -44.5% | -30.9% |
| 3M | -11.1% | -17.7% | +6.6% | -6.9% |
| 6M | +13.7% | -10.2% | +23.9% | +14.7% |
| YTD | +0.2% | +4.9% | -4.7% | -5.9% |
| 1Y | -5.7% | +36.1% | -41.8% | -20.2% |
| 3Y | -8.1% | +416.5% | -424.6% | -59.7% |
| All | -43.0% | +253.5% | -296.5% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling