+132.3%
TT vs DGX
+90.8%
+41.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | +1.6% | +2.5% | +3.7% |
| 30D | -11.3% | +11.2% | -22.5% | -13.5% |
| 3M | -12.3% | +10.4% | -22.7% | -14.4% |
| 6M | -10.8% | +37.1% | -47.9% | -17.9% |
| YTD | +8.2% | +52.1% | -44.0% | -3.7% |
| 1Y | +1.5% | +40.7% | -39.3% | -7.6% |
| 3Y | +91.5% | +107.6% | -16.1% | +48.1% |
| All | +132.3% | +90.8% | +41.5% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling