+57.3%
T vs DT
+98.4%
-41.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | +12.2% | +24.1% | -11.9% | +10.8% |
| 6M | -6.5% | +30.1% | -36.6% | -8.0% |
| YTD | +4.9% | +16.8% | -11.9% | +3.7% |
| 1Y | -10.5% | -0.1% | -10.4% | -10.7% |
| 3Y | +104.6% | +6.8% | +97.7% | +101.8% |
| 5Y | +64.2% | -28.4% | +92.6% | +63.4% |
| All | +57.3% | +98.4% | -41.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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