+3,457.3%
DLR vs TT
+2,721.4%
+735.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +1.3% |
| 7D | +2.4% | +1.7% | +0.6% | +1.6% |
| 30D | +0.7% | -11.8% | +12.6% | +6.4% |
| 3M | -6.4% | -12.6% | +6.2% | -0.9% |
| 6M | -6.5% | -9.4% | +2.8% | -3.2% |
| YTD | +18.8% | +8.8% | +10.0% | +12.6% |
| 1Y | +9.0% | -2.5% | +11.6% | +8.5% |
| 3Y | +54.5% | +95.7% | -41.2% | +10.2% |
| 5Y | +35.8% | +135.7% | -99.9% | -12.7% |
| 10Y | +177.5% | +750.6% | -573.2% | -8.5% |
| All | +3,457.3% | +2,721.4% | +735.8% | +416.1% |
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