-20.2%
DOW vs TT
+91.4%
-111.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +5.2% | +4.0% | +1.2% | +4.5% |
| 30D | +13.2% | -11.3% | +24.5% | +15.3% |
| 3M | +10.1% | -12.3% | +22.4% | +12.4% |
| 6M | -13.1% | -10.8% | -2.2% | -12.1% |
| YTD | +46.1% | +8.2% | +38.0% | +37.5% |
| 1Y | +50.0% | +1.5% | +48.6% | +44.5% |
| 3Y | -20.2% | +91.5% | -111.7% | -36.0% |
| All | -20.2% | +91.4% | -111.6% | -36.0% |
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