-4.5%
TT vs DT
-5.1%
+0.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.7% |
| 7D | -8.5% | -25.5% | +17.1% | -10.7% |
| 30D | -12.8% | -22.3% | +9.5% | -14.5% |
| 3M | -12.9% | +2.3% | -15.2% | -11.1% |
| 6M | -15.2% | +20.7% | -36.0% | -10.6% |
| YTD | +6.2% | +7.9% | -1.7% | +8.7% |
| 1Y | -4.5% | -5.7% | +1.2% | -2.2% |
| All | -4.5% | -5.1% | +0.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling