+310.3%
TPR vs DTE
+48.5%
+261.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -23.0% | -2.6% | -20.4% | -22.4% |
| 3M | -12.5% | -3.9% | -8.6% | -11.6% |
| 6M | -21.4% | -7.9% | -13.5% | -19.6% |
| YTD | -3.5% | +7.2% | -10.7% | -6.5% |
| 1Y | +17.4% | +3.1% | +14.3% | +15.4% |
| All | +310.3% | +48.5% | +261.8% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling