+2,423.0%
TT vs DG
+606.1%
+1,816.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | 0.0% | +8.4% | -8.4% | -1.5% |
| 30D | -7.2% | +4.9% | -12.1% | -8.1% |
| 3M | -3.0% | +29.3% | -32.3% | -8.0% |
| 6M | +1.4% | -11.3% | +12.6% | +3.0% |
| YTD | +15.9% | +1.8% | +14.1% | +14.4% |
| 1Y | +9.4% | +25.3% | -15.9% | +2.9% |
| 3Y | +124.4% | +9.1% | +115.3% | +108.5% |
| 5Y | +138.0% | -34.9% | +172.9% | +151.4% |
| 10Y | +886.4% | +108.2% | +778.2% | +640.6% |
| All | +2,423.0% | +606.1% | +1,816.9% | +1,191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2026-09-04: compounded portfolio wealth divided by compounded DG 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 2026-09-04 analysis · Full analysis span regression · 6 months rolling