+415.3%
ASX vs TT
+129.2%
+286.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +4.7% |
| 7D | -19.9% | -2.0% | -17.9% | -18.1% |
| 30D | -30.9% | -14.0% | -16.9% | -22.0% |
| 3M | -15.1% | -15.9% | +0.8% | -2.7% |
| 6M | -6.5% | -17.3% | +10.8% | +9.2% |
| YTD | +98.4% | +4.0% | +94.5% | +100.1% |
| 1Y | +107.9% | -7.1% | +115.0% | +125.1% |
| 3Y | +325.3% | +90.2% | +235.0% | +198.7% |
| All | +415.3% | +129.2% | +286.1% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling