+166.1%
B vs TT
+89.7%
+76.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.2% |
| 7D | +9.6% | -2.0% | +11.6% | +10.2% |
| 30D | +3.5% | -14.0% | +17.5% | +8.6% |
| 3M | -1.6% | -15.9% | +14.3% | +3.8% |
| 6M | -1.7% | -17.3% | +15.7% | +4.1% |
| YTD | -5.3% | +4.0% | -9.3% | -5.0% |
| 1Y | +27.2% | -7.1% | +34.3% | +30.8% |
| 3Y | +166.1% | +90.2% | +75.9% | +164.3% |
| All | +166.1% | +89.7% | +76.4% | +164.3% |
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 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