+750.6%
TT vs DRI
+370.8%
+379.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.2% |
| 7D | +1.7% | +3.1% | -1.4% | +0.8% |
| 30D | -11.8% | +16.2% | -28.1% | -15.8% |
| 3M | -12.6% | +8.4% | -21.0% | -15.1% |
| 6M | -9.4% | +19.0% | -28.4% | -14.7% |
| YTD | +8.8% | +28.8% | -20.0% | -0.5% |
| 1Y | -2.5% | +33.1% | -35.7% | -11.8% |
| 3Y | +95.7% | +70.8% | +24.9% | +60.6% |
| 5Y | +135.7% | +74.2% | +61.5% | +89.9% |
| 10Y | +750.6% | +345.5% | +405.1% | +402.5% |
| All | +750.6% | +370.8% | +379.8% | +402.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling