+164.7%
B vs TT
+85.3%
+79.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.9% |
| 7D | +4.3% | -9.0% | +13.3% | +7.4% |
| 30D | -0.9% | -17.6% | +16.7% | +5.3% |
| 3M | -1.4% | -18.7% | +17.3% | +5.2% |
| 6M | +5.0% | -17.4% | +22.5% | +11.3% |
| YTD | -5.8% | +1.5% | -7.4% | -4.8% |
| 1Y | +25.6% | -9.4% | +35.0% | +30.2% |
| All | +164.7% | +85.3% | +79.4% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling