+240.4%
TPR vs DINO
+307.7%
-67.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.3% | +5.7% | -8.0% | -3.2% |
| 30D | -23.0% | +27.8% | -50.8% | -26.4% |
| 3M | -12.5% | +45.6% | -58.1% | -18.7% |
| 6M | -21.4% | +88.5% | -109.9% | -31.5% |
| YTD | -3.5% | +134.1% | -137.6% | -20.4% |
| 1Y | +17.4% | +111.1% | -93.8% | -1.1% |
| 3Y | +291.3% | +109.1% | +182.1% | +217.8% |
| All | +240.4% | +307.7% | -67.3% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling