+415.0%
TPR vs DRI
+69.5%
+345.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +12.1% | +4.2% | +7.8% | +10.2% |
| 30D | +16.7% | +15.7% | +1.0% | +10.2% |
| 3M | -17.4% | +5.8% | -23.1% | -19.3% |
| 6M | +2.3% | +18.4% | -16.1% | -4.8% |
| YTD | +7.1% | +28.2% | -21.1% | -3.6% |
| 1Y | +29.5% | +35.9% | -6.4% | +13.8% |
| 3Y | +415.0% | +67.7% | +347.3% | +292.3% |
| All | +415.0% | +69.5% | +345.6% | +292.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling