+423.0%
TT vs DT
+103.5%
+319.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | -7.2% | +2.0% | -9.2% | -7.6% |
| 3M | -3.0% | +20.0% | -23.0% | -6.3% |
| 6M | +1.4% | +39.3% | -37.9% | -5.6% |
| YTD | +15.9% | +19.8% | -3.9% | +10.7% |
| 1Y | +9.4% | +4.3% | +5.1% | +7.1% |
| 3Y | +124.4% | +7.7% | +116.7% | +115.6% |
| 5Y | +138.0% | -26.8% | +164.8% | +134.0% |
| All | +423.0% | +103.5% | +319.4% | +300.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling