+371.7%
TPR vs DTE
+151.0%
+220.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | +6.4% | +1.6% | +4.8% | +5.3% |
| 30D | +13.8% | +9.1% | +4.7% | +7.7% |
| 3M | -16.6% | +2.4% | -19.0% | -18.1% |
| 6M | +0.7% | -0.2% | +0.9% | +0.1% |
| YTD | +5.3% | +11.0% | -5.7% | -2.7% |
| 1Y | +32.4% | +3.4% | +29.0% | +27.9% |
| 3Y | +406.4% | +57.1% | +349.3% | +262.3% |
| 5Y | +227.9% | +46.6% | +181.4% | +135.6% |
| 10Y | +371.7% | +151.3% | +220.4% | +165.1% |
| All | +371.7% | +151.0% | +220.7% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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