+388.0%
TT vs DT
+75.7%
+312.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +4.0% | +3.1% | +0.9% | +3.5% |
| 30D | -11.3% | -29.5% | +18.2% | -6.3% |
| 3M | -12.3% | -11.7% | -0.6% | -10.9% |
| 6M | -10.8% | +29.0% | -39.8% | -15.6% |
| YTD | +8.2% | +3.4% | +4.8% | +5.4% |
| 1Y | +1.5% | -4.2% | +5.7% | +0.3% |
| 3Y | +91.5% | -12.8% | +104.3% | +90.3% |
| 5Y | +130.2% | -39.6% | +169.8% | +133.3% |
| All | +388.0% | +75.7% | +312.4% | +281.7% |
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