+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | -2.3% | +0.4% | -2.7% | -2.6% |
| 30D | -23.0% | -3.6% | -19.4% | -21.7% |
| 3M | -12.5% | -1.0% | -11.5% | -12.4% |
| 6M | -21.4% | +6.3% | -27.7% | -24.6% |
| YTD | -3.5% | +14.7% | -18.2% | -11.2% |
| 1Y | +17.4% | +16.9% | +0.4% | +6.5% |
| 3Y | +291.3% | +56.8% | +234.5% | +193.0% |
| 5Y | +241.9% | +5.2% | +236.7% | +209.9% |
| 10Y | +322.7% | +35.9% | +286.8% | +224.3% |
| All | +7,716.4% | +628.5% | +7,087.9% | +2,518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling