+911.5%
BE vs TT
+601.2%
+310.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.7% | +6.8% |
| 7D | +20.0% | -0.2% | +20.2% | +20.3% |
| 30D | +7.9% | -7.4% | +15.3% | +15.7% |
| 3M | -13.2% | -3.2% | -10.0% | -8.9% |
| 6M | +53.5% | +1.1% | +52.3% | +57.1% |
| YTD | +191.0% | +15.6% | +175.4% | +164.0% |
| 1Y | +360.5% | +9.2% | +351.3% | +348.0% |
| 3Y | +1,568.0% | +124.4% | +1,443.6% | +814.7% |
| 5Y | +1,055.2% | +138.0% | +917.2% | +492.4% |
| All | +911.5% | +601.2% | +310.3% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling