+917.7%
TT vs DGX
+255.3%
+662.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | -7.3% | -1.2% | -6.2% | -7.0% |
| 3M | -3.6% | +15.8% | -19.4% | -8.8% |
| 6M | +2.8% | +18.2% | -15.4% | -3.6% |
| YTD | +14.5% | +37.2% | -22.7% | +1.3% |
| 1Y | +7.4% | +30.4% | -22.9% | -3.5% |
| 3Y | +116.2% | +96.7% | +19.5% | +60.9% |
| 5Y | +147.4% | +67.2% | +80.2% | +94.8% |
| All | +917.7% | +255.3% | +662.3% | +503.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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