+7,232.4%
EW vs TT
+4,442.2%
+2,790.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.6% |
| 7D | +6.8% | -9.0% | +15.7% | +9.4% |
| 30D | +16.6% | -17.6% | +34.2% | +22.4% |
| 3M | +13.3% | -18.7% | +32.0% | +19.2% |
| 6M | +21.6% | -17.4% | +39.0% | +26.8% |
| YTD | +18.3% | +1.5% | +16.7% | +16.2% |
| 1Y | +21.7% | -9.4% | +31.1% | +23.2% |
| 3Y | +50.3% | +85.1% | -34.8% | +24.2% |
| 5Y | -15.0% | +125.7% | -140.8% | -34.2% |
| 10Y | +237.5% | +757.3% | -519.9% | +86.5% |
| All | +7,232.4% | +4,442.2% | +2,790.2% | +2,644.6% |
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 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