+8,486.3%
TPR vs D
+670.6%
+7,815.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.2% |
| 7D | +13.9% | +6.9% | +6.9% | +10.0% |
| 30D | +14.9% | +12.3% | +2.6% | +8.2% |
| 3M | -15.4% | +3.0% | -18.4% | -16.9% |
| 6M | -4.5% | +12.8% | -17.3% | -11.0% |
| YTD | +6.0% | +22.6% | -16.6% | -5.8% |
| 1Y | +24.3% | +21.7% | +2.7% | +10.5% |
| 3Y | +412.8% | +83.9% | +328.9% | +253.3% |
| 5Y | +258.4% | +14.0% | +244.5% | +212.1% |
| 10Y | +396.8% | +45.6% | +351.2% | +267.9% |
| All | +8,486.3% | +670.6% | +7,815.8% | +2,692.5% |
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