+47.6%
EXC vs TT
+140.2%
-92.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -3.7% | -7.2% | +3.4% | -2.9% |
| 3M | -1.3% | -3.0% | +1.7% | -1.1% |
| 6M | -9.7% | +1.4% | -11.1% | -10.3% |
| YTD | +2.9% | +15.9% | -13.0% | 0.0% |
| 1Y | +4.4% | +9.4% | -5.0% | +2.2% |
| 3Y | +22.2% | +124.4% | -102.2% | -0.7% |
| All | +47.6% | +140.2% | -92.5% | +10.8% |
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 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