+17.4%
TPR vs D
+16.8%
+0.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -2.3% | +1.5% | -3.8% | -2.4% |
| 30D | -23.0% | -2.6% | -20.4% | -22.8% |
| 3M | -12.5% | 0.0% | -12.5% | -12.8% |
| 6M | -21.4% | +7.4% | -28.8% | -22.4% |
| YTD | -3.5% | +15.9% | -19.4% | -5.3% |
| 1Y | +17.4% | +18.1% | -0.8% | +9.4% |
| All | +17.4% | +16.8% | +0.5% | +9.4% |
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 2025-09-04 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling