+379.8%
TPR vs DTE
+149.8%
+230.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +12.1% | +3.5% | +8.5% | +9.6% |
| 30D | +16.7% | +9.5% | +7.1% | +10.2% |
| 3M | -17.4% | +2.5% | -19.9% | -18.9% |
| 6M | +2.3% | +0.6% | +1.7% | +1.2% |
| YTD | +7.1% | +10.5% | -3.3% | -0.7% |
| 1Y | +29.5% | +3.3% | +26.2% | +25.1% |
| 3Y | +415.0% | +56.3% | +358.8% | +269.7% |
| 5Y | +261.5% | +44.9% | +216.5% | +161.6% |
| All | +379.8% | +149.8% | +230.0% | +170.5% |
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