+117.0%
TT vs DGX
+96.8%
+20.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | -2.2% | +3.6% | +1.6% |
| 30D | -6.7% | -0.9% | -5.7% | -6.6% |
| 3M | -5.4% | +15.6% | -21.0% | -6.5% |
| 6M | +4.4% | +17.8% | -13.4% | +2.9% |
| YTD | +14.9% | +37.5% | -22.5% | +11.8% |
| 1Y | +9.3% | +31.2% | -21.9% | +6.8% |
| All | +117.0% | +96.8% | +20.2% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling