+15,818.7%
TT vs D
+2,347.4%
+13,471.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | -0.2% | +0.4% | -0.7% | -0.5% |
| 30D | -7.4% | -3.6% | -3.8% | -5.8% |
| 3M | -3.2% | -1.0% | -2.2% | -2.9% |
| 6M | +1.1% | +6.3% | -5.2% | -2.5% |
| YTD | +15.6% | +14.7% | +0.9% | +7.4% |
| 1Y | +9.2% | +16.9% | -7.8% | +0.2% |
| 3Y | +124.4% | +56.8% | +67.6% | +72.5% |
| 5Y | +138.0% | +5.2% | +132.8% | +120.1% |
| 10Y | +886.4% | +35.9% | +850.5% | +653.5% |
| All | +15,818.7% | +2,347.4% | +13,471.3% | +2,641.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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