+195.3%
B vs TT
+94.8%
+100.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.7% |
| 7D | +11.3% | +1.7% | +9.6% | +10.6% |
| 30D | +2.9% | -11.8% | +14.8% | +7.1% |
| 3M | -2.9% | -12.6% | +9.7% | +1.3% |
| 6M | -1.2% | -9.4% | +8.2% | +1.8% |
| YTD | -1.3% | +8.8% | -10.2% | -2.5% |
| 1Y | +30.4% | -2.5% | +32.9% | +32.1% |
| 3Y | +195.3% | +95.7% | +99.6% | +175.1% |
| All | +195.3% | +94.8% | +100.5% | +175.1% |
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