+863.5%
DE vs TT
+906.5%
-43.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.0% | +1.4% | -4.4% | -3.8% |
| 30D | +11.1% | -6.7% | +17.8% | +15.2% |
| 3M | +17.6% | -5.4% | +23.0% | +20.8% |
| 6M | +13.6% | +4.4% | +9.2% | +10.4% |
| YTD | +46.3% | +14.9% | +31.3% | +34.7% |
| 1Y | +44.2% | +9.3% | +34.9% | +35.4% |
| 3Y | +76.6% | +121.7% | -45.2% | +4.3% |
| 5Y | +98.2% | +148.2% | -49.9% | +5.9% |
| 10Y | +863.5% | +957.3% | -93.7% | +127.6% |
| All | +863.5% | +906.5% | -43.0% | +127.6% |
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