-5.8%
TDG vs DT
-5.1%
-0.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.7% |
| 7D | +7.1% | -25.5% | +32.6% | +7.6% |
| 30D | +11.4% | -22.3% | +33.7% | +11.7% |
| 3M | -4.6% | +2.3% | -6.9% | -5.1% |
| 6M | +5.8% | +20.7% | -14.9% | +4.3% |
| YTD | -8.5% | +7.9% | -16.4% | -9.1% |
| 1Y | -5.8% | -5.7% | -0.1% | -3.2% |
| All | -5.8% | -5.1% | -0.7% | -3.2% |
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