+124.3%
TDG vs DT
-27.6%
+151.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.9% | -1.6% | -0.3% | -1.5% |
| 30D | -7.7% | +3.0% | -10.7% | -8.5% |
| 3M | -9.3% | +26.5% | -35.8% | -14.8% |
| 6M | -9.4% | +35.9% | -45.3% | -17.3% |
| YTD | -14.3% | +17.8% | -32.1% | -19.0% |
| 1Y | -11.8% | +4.1% | -15.9% | -14.1% |
| 3Y | +52.0% | +5.3% | +46.7% | +44.7% |
| All | +124.3% | -27.6% | +151.8% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling