+216.4%
TDG vs DT
+98.4%
+118.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -8.0% | +0.1% | -8.1% | -8.2% |
| 3M | -10.5% | +24.1% | -34.6% | -16.2% |
| 6M | -11.9% | +30.1% | -42.0% | -19.7% |
| YTD | -15.4% | +16.8% | -32.1% | -20.7% |
| 1Y | -14.2% | -0.1% | -14.1% | -16.2% |
| 3Y | +51.0% | +6.8% | +44.2% | +41.5% |
| 5Y | +126.5% | -28.4% | +154.8% | +126.1% |
| All | +216.4% | +98.4% | +118.0% | +94.5% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling