+24.5%
EW vs TT
-2.5%
+27.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +2.2% |
| 7D | +12.3% | +1.7% | +10.5% | +12.1% |
| 30D | +22.9% | -11.8% | +34.7% | +23.9% |
| 3M | +16.7% | -12.6% | +29.3% | +17.9% |
| 6M | +31.0% | -9.4% | +40.3% | +30.9% |
| YTD | +22.8% | +8.8% | +14.0% | +18.8% |
| All | +24.5% | -2.5% | +27.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling