+146.0%
TT vs DT
-27.0%
+173.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| YTD | +15.9% | +19.8% | -3.9% | +10.9% |
| 1Y | +9.4% | +4.3% | +5.1% | +7.7% |
| 3Y | +124.4% | +7.7% | +116.7% | +116.1% |
| All | +146.0% | -27.0% | +173.0% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling