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  • TPR vs DRI✓SelectedUSD · DRITPR vs DRI performance historyLatest closeAs of-0.33%11/10
Stock and ETF performance explorer

TPR vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+383.3%
DRI return
+343.2%
Excess return
+40.1%
Maximum drawdown
-78.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-0.3%-0.5%+0.2%-0.1%
7D+12.1%+4.2%+7.8%+9.4%
30D+16.7%+15.7%+1.0%+7.4%
3M-17.4%+5.8%-23.1%-20.3%
6M+2.3%+18.4%-16.1%-7.9%
YTD+7.1%+28.2%-21.1%-8.3%
1Y+29.5%+35.9%-6.4%+6.9%
3Y+415.0%+67.7%+347.3%+264.9%
5Y+261.5%+77.9%+183.6%+146.5%
10Y+383.3%+338.7%+44.6%+116.9%
All+383.3%+343.2%+40.1%+116.9%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…

10y analysis · Full analysis span regression · 6 months rolling