+94.7%
DE vs TT
+94.8%
-0.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +1.5% |
| 7D | +3.5% | +1.7% | +1.8% | +3.0% |
| 30D | +11.3% | -11.8% | +23.2% | +15.3% |
| 3M | +11.6% | -12.6% | +24.2% | +15.9% |
| 6M | +20.9% | -9.4% | +30.2% | +23.9% |
| YTD | +49.7% | +8.8% | +40.8% | +46.4% |
| 1Y | +49.5% | -2.5% | +52.0% | +50.2% |
| 3Y | +94.7% | +95.7% | -1.0% | +63.1% |
| All | +94.7% | +94.8% | -0.1% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling