+46.1%
DE vs TT
-6.5%
+52.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | +5.6% | -8.5% | +14.1% | +8.8% |
| 30D | -0.8% | -12.8% | +12.0% | +4.0% |
| 3M | +9.8% | -12.9% | +22.7% | +15.3% |
| 6M | +17.5% | -15.2% | +32.8% | +24.7% |
| YTD | +46.5% | +6.2% | +40.2% | +47.0% |
| 1Y | +46.1% | -4.5% | +50.6% | +50.1% |
| All | +46.1% | -6.5% | +52.6% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling