+145.9%
TT vs DGX
+59.5%
+86.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.5% |
| 7D | -1.0% | -3.5% | +2.5% | -0.1% |
| 30D | -8.9% | -2.7% | -6.2% | -8.3% |
| 3M | -1.8% | +13.9% | -15.7% | -5.3% |
| 6M | +1.9% | +16.0% | -14.1% | -2.3% |
| YTD | +13.8% | +34.9% | -21.1% | +4.3% |
| 1Y | +6.1% | +30.6% | -24.4% | -2.0% |
| 3Y | +119.6% | +93.0% | +26.6% | +71.2% |
| 5Y | +145.9% | +64.4% | +81.4% | +101.1% |
| All | +145.9% | +59.5% | +86.4% | +101.1% |
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