+105.9%
C vs TT
+129.2%
-23.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.5% |
| 7D | -2.4% | -2.0% | -0.4% | -1.5% |
| 30D | -6.0% | -14.0% | +8.0% | +0.1% |
| 3M | -10.5% | -15.9% | +5.3% | -4.0% |
| 6M | -5.7% | -17.3% | +11.6% | +1.6% |
| YTD | +4.1% | +4.0% | +0.2% | +0.7% |
| 1Y | +20.5% | -7.1% | +27.6% | +22.5% |
| 3Y | +208.1% | +90.2% | +117.9% | +124.6% |
| All | +105.9% | +129.2% | -23.3% | +19.5% |
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