+221.9%
TDG vs DT
+97.2%
+124.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.6% |
| 7D | -0.9% | -4.9% | +3.9% | +0.3% |
| 30D | -6.5% | +2.7% | -9.2% | -7.4% |
| 3M | -5.1% | +20.0% | -25.0% | -10.4% |
| 6M | -11.5% | +28.0% | -39.6% | -19.0% |
| YTD | -13.9% | +16.0% | -29.9% | -19.2% |
| 1Y | -11.5% | +0.7% | -12.2% | -13.7% |
| 3Y | +53.7% | +6.2% | +47.5% | +44.2% |
| 5Y | +135.5% | -28.1% | +163.6% | +134.8% |
| All | +221.9% | +97.2% | +124.7% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling