+911.5%
TT vs DG
+99.2%
+812.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.0% | -6.3% | +5.3% | 0.0% |
| 30D | -8.9% | +2.4% | -11.3% | -9.3% |
| 3M | -1.8% | +12.4% | -14.3% | -3.9% |
| 6M | +1.9% | -14.9% | +16.8% | +3.9% |
| YTD | +13.8% | -6.1% | +19.9% | +14.0% |
| 1Y | +6.1% | +17.9% | -11.7% | +1.9% |
| 3Y | +119.6% | +3.1% | +116.4% | +108.6% |
| 5Y | +145.9% | -38.7% | +184.5% | +167.9% |
| All | +911.5% | +99.2% | +812.3% | +705.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling