+114.1%
DT vs TRU
-2.8%
+117.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | -1.6% | -2.7% | +1.1% | -0.3% |
| 30D | +3.0% | -2.0% | +5.1% | +4.0% |
| 3M | +26.5% | +18.4% | +8.1% | +15.3% |
| 6M | +35.9% | +8.9% | +27.1% | +28.8% |
| YTD | +17.8% | -8.9% | +26.8% | +21.2% |
| 1Y | +4.1% | -15.9% | +19.9% | +10.2% |
| 3Y | +5.3% | -1.1% | +6.4% | -5.0% |
| 5Y | -27.2% | -35.2% | +8.0% | -15.1% |
| All | +114.1% | -2.8% | +117.0% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling