+750.6%
TT vs DG
+128.5%
+622.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.4% |
| 7D | +1.7% | +0.7% | +1.1% | +1.6% |
| 30D | -11.8% | +7.4% | -19.3% | -12.9% |
| 3M | -12.6% | +8.5% | -21.1% | -13.9% |
| 6M | -9.4% | +21.9% | -31.2% | -12.6% |
| YTD | +8.8% | +4.9% | +3.9% | +7.0% |
| 1Y | -2.5% | +40.4% | -42.9% | -9.0% |
| 3Y | +95.7% | +23.5% | +72.2% | +79.5% |
| 5Y | +135.7% | -32.3% | +168.0% | +153.2% |
| 10Y | +750.6% | +119.3% | +631.3% | +589.5% |
| All | +750.6% | +128.5% | +622.2% | +589.5% |
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