+387.2%
BE vs TT
+129.2%
+257.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +0.8% |
| 7D | -14.7% | -2.0% | -12.7% | -12.1% |
| 30D | -40.5% | -14.0% | -26.5% | -29.1% |
| 3M | -24.3% | -15.9% | -8.5% | -7.3% |
| 6M | -39.3% | -17.3% | -22.0% | -22.4% |
| YTD | +99.4% | +4.0% | +95.4% | +102.7% |
| 1Y | +26.6% | -7.1% | +33.7% | +45.9% |
| 3Y | +1,616.9% | +90.2% | +1,526.7% | +940.6% |
| All | +387.2% | +129.2% | +257.9% | +103.0% |
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