+420.7%
TT vs DT
+97.2%
+323.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +1.6% | -4.9% | +6.4% | +2.4% |
| 30D | -7.3% | +2.7% | -10.0% | -7.8% |
| 3M | -2.6% | +20.0% | -22.6% | -6.0% |
| 6M | +5.9% | +28.0% | -22.1% | +0.2% |
| YTD | +15.4% | +16.0% | -0.6% | +10.8% |
| 1Y | +8.2% | +0.7% | +7.5% | +6.6% |
| 3Y | +122.7% | +6.2% | +116.5% | +114.4% |
| 5Y | +145.0% | -28.1% | +173.1% | +141.6% |
| All | +420.7% | +97.2% | +323.5% | +300.9% |
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