+423.0%
TT vs DT
+103.5%
+319.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -0.2% | -3.3% | +3.1% | +0.3% |
| 30D | -7.4% | +2.0% | -9.4% | -7.8% |
| 3M | -3.2% | +20.0% | -23.2% | -6.5% |
| 6M | +1.1% | +39.3% | -38.2% | -5.8% |
| YTD | +15.6% | +19.8% | -4.1% | +10.4% |
| 1Y | +9.2% | +4.3% | +4.9% | +6.9% |
| 3Y | +124.4% | +7.7% | +116.7% | +115.6% |
| 5Y | +138.0% | -26.8% | +164.8% | +134.0% |
| All | +423.0% | +103.5% | +319.4% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling