+7.4%
TT vs DGX
+32.7%
-25.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | -1.2% | -0.9% | -0.3% | -1.2% |
| 30D | -7.3% | -1.2% | -6.2% | -7.3% |
| 3M | -3.6% | +15.8% | -19.4% | -4.0% |
| 6M | +2.8% | +18.2% | -15.4% | +2.1% |
| YTD | +14.5% | +37.2% | -22.7% | +14.3% |
| 1Y | +7.4% | +30.4% | -22.9% | +7.7% |
| All | +7.4% | +32.7% | -25.2% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling