+19.3%
TPR vs DINO
+105.4%
-86.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.8% | +11.3% | +2.3% |
| 7D | +12.6% | -6.6% | +19.2% | +11.5% |
| 30D | +7.1% | -9.2% | +16.4% | +5.7% |
| 3M | -19.4% | +19.2% | -38.6% | -16.0% |
| 6M | -9.7% | +47.6% | -57.3% | -2.9% |
| YTD | -1.0% | +132.2% | -133.3% | +7.3% |
| 1Y | +19.3% | +102.0% | -82.7% | +30.4% |
| All | +19.3% | +105.4% | -86.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling