-10.8%
DOW vs TT
+500.6%
-511.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +0.4% | -7.4% | +7.8% | +4.2% |
| 3M | -14.4% | -3.2% | -11.2% | -14.3% |
| 6M | -7.0% | +1.1% | -8.1% | -10.3% |
| YTD | +30.2% | +15.6% | +14.6% | +15.7% |
| 1Y | +29.2% | +9.2% | +20.0% | +18.2% |
| 3Y | -36.7% | +124.4% | -161.1% | -65.0% |
| 5Y | -37.7% | +138.0% | -175.7% | -67.8% |
| All | -10.8% | +500.6% | -511.4% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling