+9,080.9%
TT vs DRI
+8,060.6%
+1,020.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +0.8% | +4.2% | -3.4% | -0.6% |
| 30D | -11.8% | +15.7% | -27.5% | -16.0% |
| 3M | -11.6% | +5.8% | -17.3% | -13.7% |
| 6M | -9.3% | +18.4% | -27.7% | -15.0% |
| YTD | +8.9% | +28.2% | -19.3% | -1.1% |
| 1Y | -2.2% | +35.9% | -38.1% | -13.0% |
| 3Y | +91.9% | +67.7% | +24.1% | +55.9% |
| 5Y | +136.0% | +77.9% | +58.1% | +86.0% |
| 10Y | +734.7% | +338.7% | +396.0% | +337.3% |
| All | +9,080.9% | +8,060.6% | +1,020.3% | +1,908.9% |
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