+391.0%
TT vs DT
+72.4%
+318.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.5% |
| 7D | +1.7% | -20.2% | +22.0% | +5.3% |
| 30D | -11.8% | -30.8% | +18.9% | -6.6% |
| 3M | -12.6% | -10.2% | -2.4% | -11.5% |
| 6M | -9.4% | +8.0% | -17.4% | -11.6% |
| YTD | +8.8% | +1.5% | +7.4% | +6.4% |
| 1Y | -2.5% | -6.9% | +4.4% | -3.1% |
| 3Y | +95.7% | -10.9% | +106.6% | +93.5% |
| 5Y | +135.7% | -42.2% | +177.9% | +140.6% |
| All | +391.0% | +72.4% | +318.6% | +285.2% |
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 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