+32.3%
DLR vs TT
+129.2%
-96.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.4% |
| 7D | -3.6% | -2.0% | -1.6% | -2.7% |
| 30D | -3.5% | -14.0% | +10.5% | +3.2% |
| 3M | -8.9% | -15.9% | +7.0% | -1.7% |
| 6M | -11.6% | -17.3% | +5.7% | -4.4% |
| YTD | +14.9% | +4.0% | +10.9% | +10.4% |
| 1Y | +6.4% | -7.1% | +13.6% | +8.0% |
| 3Y | +47.3% | +90.2% | -43.0% | +1.8% |
| All | +32.3% | +129.2% | -96.9% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling