+784.1%
DE vs TT
+748.9%
+35.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | +2.3% | +3.5% | -1.2% | +0.4% |
| 30D | +9.3% | -11.0% | +20.4% | +15.6% |
| 3M | +12.2% | -12.0% | +24.2% | +19.0% |
| 6M | +18.1% | -10.4% | +28.5% | +23.6% |
| YTD | +49.8% | +9.9% | +39.8% | +39.8% |
| 1Y | +46.4% | +1.5% | +44.9% | +42.4% |
| 3Y | +92.5% | +93.7% | -1.2% | +22.3% |
| 5Y | +107.4% | +139.2% | -31.9% | +11.1% |
| 10Y | +784.1% | +741.5% | +42.6% | +111.2% |
| All | +784.1% | +748.9% | +35.2% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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