+15.1%
DLR vs TT
+0.9%
+14.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.0% | +8.1% | -3.0% | +2.3% |
| 30D | +3.0% | -11.3% | +14.3% | +6.9% |
| 3M | -6.3% | -11.2% | +4.9% | -2.9% |
| 6M | -4.8% | -8.9% | +4.1% | -2.6% |
| YTD | +21.0% | +9.7% | +11.3% | +14.8% |
| 1Y | +15.1% | +1.3% | +13.9% | +11.3% |
| All | +15.1% | +0.9% | +14.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling