+1.1%
TT vs DT
+41.8%
-40.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.4% |
| 7D | -0.2% | -3.3% | +3.1% | -0.6% |
| 30D | -7.4% | +2.0% | -9.4% | -7.0% |
| 3M | -3.2% | +20.0% | -23.2% | +0.2% |
| 6M | +1.1% | +39.3% | -38.2% | +7.8% |
| All | +1.1% | +41.8% | -40.7% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling