+117.6%
DT vs TPR
+371.9%
-254.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -2.3% | -1.0% | -2.7% |
| 30D | +2.0% | -23.0% | +25.0% | +8.8% |
| 3M | +20.0% | -12.5% | +32.5% | +23.1% |
| 6M | +39.3% | -21.4% | +60.7% | +45.5% |
| YTD | +19.8% | -3.5% | +23.3% | +16.9% |
| 1Y | +4.3% | +17.4% | -13.1% | -4.9% |
| 3Y | +7.7% | +291.3% | -283.6% | -35.5% |
| 5Y | -26.8% | +241.9% | -268.7% | -55.4% |
| All | +117.6% | +371.9% | -254.3% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling