-9.3%
TDG vs DT
+4.0%
-13.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -2.0% | -3.3% | +1.3% | -1.9% |
| 30D | -7.4% | +2.0% | -9.4% | -7.5% |
| 3M | -5.4% | +20.0% | -25.4% | -6.6% |
| 6M | -11.6% | +39.3% | -50.9% | -14.2% |
| YTD | -12.6% | +19.8% | -32.4% | -13.0% |
| 1Y | -9.3% | +4.3% | -13.6% | -6.8% |
| All | -9.3% | +4.0% | -13.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling