+91.5%
TT vs DG
+21.7%
+69.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +4.0% | +0.3% | +3.7% | +4.0% |
| 30D | -11.3% | +3.2% | -14.5% | -11.2% |
| 3M | -12.3% | +10.4% | -22.7% | -12.1% |
| 6M | -10.8% | +33.2% | -44.0% | -10.5% |
| YTD | +8.2% | +3.0% | +5.2% | +8.4% |
| 1Y | +1.5% | +31.2% | -29.8% | +2.1% |
| 3Y | +91.5% | +21.8% | +69.6% | +95.4% |
| All | +91.5% | +21.7% | +69.8% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling