+261.5%
TPR vs DTE
+45.8%
+215.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +12.1% | +3.5% | +8.5% | +10.9% |
| 30D | +16.7% | +9.5% | +7.1% | +13.6% |
| 3M | -17.4% | +2.5% | -19.9% | -18.1% |
| 6M | +2.3% | +0.6% | +1.7% | +1.8% |
| YTD | +7.1% | +10.5% | -3.3% | +3.3% |
| 1Y | +29.5% | +3.3% | +26.2% | +27.5% |
| 3Y | +415.0% | +56.3% | +358.8% | +342.2% |
| 5Y | +261.5% | +44.9% | +216.5% | +206.8% |
| All | +261.5% | +45.8% | +215.7% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling