+18.0%
TPR vs DRI
+6.8%
+11.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -23.0% | +3.8% | -26.8% | -23.9% |
| 3M | -12.5% | +13.0% | -25.5% | -16.3% |
| 6M | -21.4% | +8.3% | -29.7% | -24.0% |
| YTD | -3.5% | +20.6% | -24.1% | -9.5% |
| All | +18.0% | +6.8% | +11.2% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling