+3,595.7%
DLR vs TT
+2,904.9%
+690.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -3.4% | -7.4% | +4.0% | 0.0% |
| 3M | +0.5% | -3.2% | +3.7% | +1.4% |
| 6M | +4.6% | +1.1% | +3.4% | +3.1% |
| YTD | +23.4% | +15.6% | +7.8% | +14.1% |
| 1Y | +19.0% | +9.2% | +9.9% | +12.7% |
| 3Y | +56.5% | +124.4% | -67.8% | +4.6% |
| 5Y | +33.3% | +138.0% | -104.7% | -14.6% |
| 10Y | +165.1% | +886.4% | -721.2% | -18.5% |
| All | +3,595.7% | +2,904.9% | +690.8% | +422.6% |
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