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  • TPR vs D✓SelectedUSD · DTPR vs D performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

TPR vs D

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,716.4%
D return
+628.5%
Excess return
+7,087.9%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioDExcessAlpha
1D0.0%-0.4%+0.4%+0.2%
7D-2.3%+1.5%-3.8%-3.0%
30D-23.0%-2.6%-20.4%-22.1%
3M-12.5%0.0%-12.5%-12.8%
6M-21.4%+7.4%-28.8%-25.0%
YTD-3.5%+15.9%-19.4%-11.7%
1Y+17.4%+18.1%-0.8%+6.0%
3Y+291.3%+58.4%+232.9%+191.6%
5Y+241.9%+5.2%+236.7%+210.1%
10Y+322.7%+35.9%+286.8%+224.6%
All+7,716.4%+628.5%+7,087.9%+2,520.1%

Cumulative growth

Daily Returns

Daily percentage return beside D.

Daily Out/Under-Performance

Portfolio return minus D return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling