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  • TT vs DRI✓SelectedUSD · DRITT vs DRI performance historyLatest closeAs of+0.61%09/04
Stock and ETF performance explorer

TT vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,671.7%
DRI return
+7,577.6%
Excess return
+2,094.0%
Maximum drawdown
-77.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
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