+7,856.7%
TT vs DGX
+8,858.2%
-1,001.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.7% |
| 30D | -7.2% | +0.6% | -7.7% | -7.4% |
| 3M | -3.0% | +21.4% | -24.4% | -8.7% |
| 6M | +1.4% | +14.7% | -13.4% | -3.1% |
| YTD | +15.9% | +38.4% | -22.5% | +4.4% |
| 1Y | +9.4% | +34.0% | -24.5% | -0.7% |
| 3Y | +124.4% | +92.7% | +31.7% | +79.8% |
| 5Y | +138.0% | +67.7% | +70.3% | +97.8% |
| 10Y | +886.4% | +248.0% | +638.4% | +547.7% |
| All | +7,856.7% | +8,858.2% | -1,001.5% | +2,593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling