+27.7%
EXC vs TT
+89.7%
-62.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -1.9% |
| 7D | -1.2% | -2.0% | +0.8% | -1.2% |
| 30D | +10.0% | -14.0% | +24.0% | +9.7% |
| 3M | +1.6% | -15.9% | +17.5% | +1.4% |
| 6M | +3.3% | -17.3% | +20.6% | +3.0% |
| YTD | +7.6% | +4.0% | +3.6% | +7.1% |
| 1Y | +3.5% | -7.1% | +10.6% | +3.1% |
| 3Y | +27.7% | +90.2% | -62.6% | +17.2% |
| All | +27.7% | +89.7% | -62.0% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling