+391.3%
TT vs DT
+70.5%
+320.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.8% | -7.5% | +8.3% | +2.1% |
| 30D | -11.8% | -31.5% | +19.7% | -6.4% |
| 3M | -11.6% | -14.0% | +2.4% | -9.8% |
| 6M | -9.3% | +6.9% | -16.2% | -11.4% |
| YTD | +8.9% | +0.3% | +8.5% | +6.7% |
| 1Y | -2.2% | -6.9% | +4.7% | -2.9% |
| 3Y | +91.9% | -13.9% | +105.8% | +91.0% |
| 5Y | +136.0% | -39.9% | +175.9% | +139.4% |
| All | +391.3% | +70.5% | +320.8% | +286.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling