+2,163.1%
TT vs DG
+612.5%
+1,550.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -14.0% | +9.5% | -23.5% | -15.8% |
| 3M | -15.9% | +5.5% | -21.3% | -17.1% |
| 6M | -17.3% | +16.1% | -33.4% | -20.5% |
| YTD | +4.0% | +2.7% | +1.3% | +2.0% |
| 1Y | -7.1% | +42.1% | -49.2% | -15.1% |
| 3Y | +90.2% | +19.3% | +71.0% | +72.3% |
| 5Y | +131.1% | -35.3% | +166.5% | +143.8% |
| 10Y | +777.7% | +123.9% | +653.8% | +543.8% |
| All | +2,163.1% | +612.5% | +1,550.6% | +1,051.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling