+122.7%
TT vs DTE
+48.7%
+74.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | -7.3% | -1.9% | -5.4% | -6.9% |
| 3M | -2.6% | -3.3% | +0.7% | -2.0% |
| 6M | +5.9% | -7.1% | +13.0% | +7.4% |
| YTD | +15.4% | +8.1% | +7.3% | +13.2% |
| 1Y | +8.2% | +5.3% | +3.0% | +6.7% |
| 3Y | +122.7% | +48.2% | +74.5% | +102.7% |
| All | +122.7% | +48.7% | +74.0% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling