-12.8%
DT vs TRI
-10.1%
-2.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.1% | -2.9% | +6.0% | +4.2% |
| 30D | -29.5% | +3.7% | -33.2% | -30.4% |
| 3M | -11.7% | +3.7% | -15.4% | -13.2% |
| 6M | +29.0% | +35.1% | -6.1% | +11.4% |
| YTD | +3.4% | -14.0% | +17.4% | +4.1% |
| 1Y | -4.2% | -19.0% | +14.7% | -1.9% |
| 3Y | -12.8% | -12.0% | -0.9% | -9.5% |
| All | -12.8% | -10.1% | -2.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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