+593.0%
BE vs TT
+528.9%
+64.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +1.2% |
| 7D | -14.7% | -2.0% | -12.7% | -12.5% |
| 30D | -40.5% | -14.0% | -26.5% | -30.8% |
| 3M | -24.3% | -15.9% | -8.5% | -9.9% |
| 6M | -39.3% | -17.3% | -22.0% | -24.9% |
| YTD | +99.4% | +4.0% | +95.4% | +102.7% |
| 1Y | +26.6% | -7.1% | +33.7% | +43.5% |
| 3Y | +1,616.9% | +90.2% | +1,526.7% | +1,018.0% |
| 5Y | +441.4% | +131.1% | +310.3% | +195.2% |
| All | +593.0% | +528.9% | +64.0% | +136.2% |
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