+29.4%
B vs TT
-6.5%
+35.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.7% | +10.0% | +9.1% |
| 7D | +1.1% | -8.5% | +9.6% | +5.3% |
| 30D | +0.3% | -12.8% | +13.1% | +6.8% |
| 3M | +5.4% | -12.9% | +18.3% | +12.2% |
| 6M | +5.5% | -15.2% | +20.7% | +13.0% |
| YTD | -6.3% | +6.2% | -12.5% | -1.8% |
| 1Y | +29.4% | -4.5% | +33.9% | +38.5% |
| All | +29.4% | -6.5% | +35.8% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling