-4.9%
DOW vs TT
+438.7%
-443.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -3.0% |
| 7D | -9.5% | -2.0% | -7.5% | -8.7% |
| 30D | +13.1% | -14.0% | +27.1% | +21.0% |
| 3M | +4.8% | -15.9% | +20.7% | +13.0% |
| 6M | -16.7% | -17.3% | +0.7% | -10.5% |
| YTD | +38.9% | +4.0% | +34.9% | +28.8% |
| 1Y | +48.3% | -7.1% | +55.4% | +46.7% |
| 3Y | -24.4% | +90.2% | -114.6% | -54.1% |
| 5Y | -29.2% | +131.1% | -160.3% | -63.9% |
| All | -4.9% | +438.7% | -443.6% | -75.9% |
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