+117.6%
DT vs TRU
-0.1%
+117.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +1.3% |
| 7D | -3.3% | -6.8% | +3.5% | 0.0% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | +20.0% | +13.3% | +6.7% | +11.7% |
| 6M | +39.3% | +3.4% | +35.9% | +35.3% |
| YTD | +19.8% | -6.4% | +26.1% | +21.5% |
| 1Y | +4.3% | -9.7% | +14.0% | +6.6% |
| 3Y | +7.7% | +0.1% | +7.6% | -3.2% |
| 5Y | -26.8% | -34.0% | +7.2% | -15.4% |
| All | +117.6% | -0.1% | +117.7% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling