+58.2%
DLR vs TT
+125.0%
-66.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -3.4% | -7.2% | +3.8% | -0.4% |
| 3M | +0.5% | -3.0% | +3.5% | +1.2% |
| 6M | +4.6% | +1.4% | +3.2% | +3.0% |
| YTD | +23.4% | +15.9% | +7.5% | +14.2% |
| 1Y | +19.0% | +9.4% | +9.6% | +12.7% |
| All | +58.2% | +125.0% | -66.8% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling