+14,755.6%
TT vs DTE
+3,620.6%
+11,135.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +4.0% | +3.4% | +0.6% | +2.3% |
| 30D | -11.3% | +8.9% | -20.2% | -15.2% |
| 3M | -12.3% | +1.1% | -13.3% | -13.0% |
| 6M | -10.8% | +0.1% | -10.9% | -11.4% |
| YTD | +8.2% | +11.1% | -2.9% | +1.6% |
| 1Y | +1.5% | +4.9% | -3.5% | -1.9% |
| 3Y | +91.5% | +58.6% | +32.9% | +46.6% |
| 5Y | +130.2% | +47.3% | +82.9% | +81.2% |
| 10Y | +727.9% | +151.3% | +576.6% | +369.8% |
| All | +14,755.6% | +3,620.6% | +11,135.1% | +2,404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling