+190.8%
EQT vs TT
+144.9%
+45.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | 0.0% | -7.3% | +7.3% | +2.2% |
| 3M | +5.9% | -3.6% | +9.5% | +6.5% |
| 6M | -14.8% | +2.8% | -17.6% | -16.6% |
| YTD | +1.8% | +14.5% | -12.7% | -4.4% |
| 1Y | +7.4% | +7.4% | -0.1% | +2.9% |
| 3Y | +33.6% | +116.2% | -82.6% | -1.5% |
| All | +190.8% | +144.9% | +45.9% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling