+51.9%
DOW vs TT
-6.5%
+58.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -3.5% |
| 7D | -4.2% | -8.5% | +4.3% | -5.4% |
| 30D | +14.7% | -12.8% | +27.5% | +12.4% |
| 3M | +9.1% | -12.9% | +21.9% | +7.3% |
| 6M | -17.7% | -15.2% | -2.4% | -18.8% |
| YTD | +44.6% | +6.2% | +38.4% | +38.8% |
| 1Y | +51.9% | -4.5% | +56.4% | +56.2% |
| All | +51.9% | -6.5% | +58.4% | +56.2% |
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 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