+5,571.6%
ANET vs TT
+1,058.8%
+4,512.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +3.0% | +1.6% | +1.4% | +2.0% |
| 30D | +3.3% | -7.3% | +10.6% | +8.5% |
| 3M | +24.7% | -2.6% | +27.2% | +27.1% |
| 6M | +46.7% | +5.9% | +40.8% | +42.0% |
| YTD | +48.8% | +15.4% | +33.4% | +36.0% |
| 1Y | +39.2% | +8.2% | +31.0% | +32.4% |
| 3Y | +296.9% | +122.7% | +174.3% | +152.0% |
| 5Y | +767.5% | +145.0% | +622.6% | +407.6% |
| 10Y | +3,734.5% | +893.7% | +2,840.8% | +797.0% |
| All | +5,571.6% | +1,058.8% | +4,512.7% | +1,053.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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