+39.5%
EXC vs TT
+136.9%
-97.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.9% | +8.1% | -10.0% | -2.7% |
| 30D | +7.8% | -11.3% | +19.1% | +9.1% |
| 3M | +1.9% | -11.2% | +13.0% | +3.1% |
| 6M | +3.4% | -8.9% | +12.3% | +4.1% |
| YTD | +7.6% | +9.7% | -2.1% | +5.1% |
| 1Y | +2.1% | +1.3% | +0.8% | +0.9% |
| 3Y | +29.6% | +93.4% | -63.8% | +8.8% |
| 5Y | +39.5% | +133.5% | -94.0% | +4.3% |
| All | +39.5% | +136.9% | -97.4% | +4.3% |
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