+748.4%
TT vs DTE
+151.2%
+597.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +8.1% | +3.2% | +4.8% | +6.6% |
| 30D | -11.3% | +8.5% | -19.8% | -14.6% |
| 3M | -11.2% | +1.3% | -12.5% | -11.8% |
| 6M | -8.9% | -0.7% | -8.2% | -9.0% |
| YTD | +9.7% | +10.6% | -0.9% | +4.0% |
| 1Y | +1.3% | +2.6% | -1.4% | -0.7% |
| 3Y | +93.4% | +56.5% | +36.8% | +52.0% |
| 5Y | +133.5% | +46.7% | +86.8% | +87.8% |
| All | +748.4% | +151.2% | +597.3% | +465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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