+14,596.5%
DE vs TT
+15,147.4%
-550.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +0.5% |
| 7D | +3.5% | +1.7% | +1.8% | +2.5% |
| 30D | +11.3% | -11.8% | +23.2% | +18.1% |
| 3M | +11.6% | -12.6% | +24.2% | +18.6% |
| 6M | +20.9% | -9.4% | +30.2% | +25.6% |
| YTD | +49.7% | +8.8% | +40.8% | +40.8% |
| 1Y | +49.5% | -2.5% | +52.0% | +48.6% |
| 3Y | +94.7% | +95.7% | -1.0% | +29.3% |
| 5Y | +107.4% | +135.7% | -28.4% | +21.1% |
| 10Y | +793.2% | +750.6% | +42.6% | +162.4% |
| All | +14,596.5% | +15,147.4% | -550.9% | +841.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling