-16.7%
DOW vs TT
-16.5%
-0.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.2% |
| 7D | -9.5% | -2.0% | -7.5% | -10.0% |
| 30D | +13.1% | -14.0% | +27.1% | +8.3% |
| 3M | +4.8% | -15.9% | +20.7% | +0.4% |
| 6M | -16.7% | -17.3% | +0.7% | -18.7% |
| All | -16.7% | -16.5% | -0.1% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling