+898.0%
TT vs DRI
+358.7%
+539.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -7.2% | +3.8% | -11.0% | -8.3% |
| 3M | -3.0% | +13.0% | -16.0% | -6.9% |
| 6M | +1.4% | +8.3% | -7.0% | -1.7% |
| YTD | +15.9% | +20.6% | -4.7% | +8.4% |
| 1Y | +9.4% | +6.5% | +3.0% | +6.0% |
| 3Y | +124.4% | +53.7% | +70.7% | +90.6% |
| 5Y | +138.0% | +72.7% | +65.3% | +92.6% |
| All | +898.0% | +358.7% | +539.3% | +457.9% |
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