+112.4%
C vs TT
+136.9%
-24.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +4.7% | +8.1% | -3.3% | +1.3% |
| 30D | +0.2% | -11.3% | +11.5% | +5.2% |
| 3M | -9.3% | -11.2% | +1.8% | -4.9% |
| 6M | -0.8% | -8.9% | +8.1% | +2.5% |
| YTD | +8.5% | +9.7% | -1.2% | +2.5% |
| 1Y | +23.1% | +1.3% | +21.8% | +20.5% |
| 3Y | +220.8% | +93.4% | +127.4% | +132.0% |
| 5Y | +112.4% | +133.5% | -21.1% | +21.3% |
| All | +112.4% | +136.9% | -24.5% | +21.3% |
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 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