-4.5%
TT vs DRI
+34.0%
-38.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -1.7% |
| 7D | -8.5% | +6.5% | -15.0% | -8.6% |
| 30D | -12.8% | +16.4% | -29.2% | -13.3% |
| 3M | -12.9% | +13.6% | -26.5% | -13.4% |
| 6M | -15.2% | +22.0% | -37.2% | -16.9% |
| YTD | +6.2% | +29.3% | -23.1% | +2.0% |
| 1Y | -4.5% | +32.0% | -36.6% | -9.7% |
| All | -4.5% | +34.0% | -38.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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