-35.3%
DOW vs TT
+124.8%
-160.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +0.4% | -7.2% | +7.5% | +1.8% |
| 3M | -14.4% | -3.0% | -11.4% | -14.5% |
| 6M | -7.0% | +1.4% | -8.3% | -8.6% |
| YTD | +30.2% | +15.9% | +14.3% | +22.4% |
| 1Y | +29.2% | +9.4% | +19.8% | +23.5% |
| All | -35.3% | +124.8% | -160.1% | -46.7% |
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