+7,716.4%
TPR vs D
+628.5%
+7,087.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -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