+9,671.7%
TT vs DRI
+7,577.6%
+2,094.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -7.4% | +3.8% | -11.2% | -8.7% |
| 3M | -3.2% | +13.0% | -16.2% | -7.4% |
| 6M | +1.1% | +8.3% | -7.2% | -2.2% |
| YTD | +15.6% | +20.6% | -5.0% | +7.6% |
| 1Y | +9.2% | +6.5% | +2.7% | +5.4% |
| 3Y | +124.4% | +53.7% | +70.7% | +88.3% |
| 5Y | +138.0% | +72.7% | +65.3% | +90.0% |
| 10Y | +886.4% | +363.2% | +523.2% | +408.8% |
| All | +9,671.7% | +7,577.6% | +2,094.0% | +2,090.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling