+239.1%
TPR vs DTE
+35.6%
+203.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -27.3% | -1.9% | -25.4% | -27.0% |
| 3M | -16.2% | -3.3% | -12.9% | -15.5% |
| 6M | -17.9% | -7.1% | -10.8% | -16.3% |
| YTD | -7.1% | +8.1% | -15.2% | -9.9% |
| 1Y | +13.6% | +5.3% | +8.4% | +11.3% |
| 3Y | +293.7% | +48.2% | +245.6% | +242.6% |
| 5Y | +239.1% | +33.2% | +205.9% | +193.1% |
| All | +239.1% | +35.6% | +203.5% | +193.1% |
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 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