+306.7%
TPR vs DTE
+136.5%
+170.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.8% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -30.7% | -0.5% | -30.2% | -30.6% |
| 3M | -21.6% | -6.0% | -15.6% | -18.9% |
| 6M | -21.3% | -7.2% | -14.1% | -18.2% |
| YTD | -10.2% | +7.2% | -17.3% | -15.0% |
| 1Y | +9.5% | +4.1% | +5.4% | +5.5% |
| 3Y | +280.8% | +46.9% | +233.9% | +185.4% |
| 5Y | +218.7% | +32.9% | +185.8% | +147.0% |
| 10Y | +306.7% | +144.5% | +162.2% | +133.2% |
| All | +306.7% | +136.5% | +170.2% | +133.2% |
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