+40.4%
EXC vs TT
+131.0%
-90.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.5% |
| 7D | +1.4% | +4.0% | -2.7% | +0.9% |
| 30D | +8.6% | -11.3% | +19.9% | +9.9% |
| 3M | +2.4% | -12.3% | +14.7% | +3.7% |
| 6M | +6.5% | -10.8% | +17.3% | +7.4% |
| YTD | +9.0% | +8.2% | +0.9% | +6.7% |
| 1Y | +4.6% | +1.5% | +3.1% | +3.3% |
| 3Y | +33.5% | +91.5% | -58.0% | +12.0% |
| All | +40.4% | +131.0% | -90.6% | +4.7% |
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