+15,818.7%
TT vs DTE
+3,490.8%
+12,327.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.2% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -7.2% | -2.6% | -4.6% | -5.9% |
| 3M | -3.0% | -3.9% | +0.9% | -1.3% |
| 6M | +1.4% | -7.9% | +9.3% | +5.2% |
| YTD | +15.9% | +7.2% | +8.7% | +11.2% |
| 1Y | +9.4% | +3.1% | +6.3% | +6.9% |
| 3Y | +124.4% | +47.6% | +76.8% | +78.4% |
| 5Y | +138.0% | +32.7% | +105.3% | +98.1% |
| 10Y | +886.4% | +138.8% | +747.6% | +475.1% |
| All | +15,818.7% | +3,490.8% | +12,327.9% | +2,639.4% |
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