+2,340.5%
EXC vs TT
+16,138.6%
-13,798.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -3.7% | -7.4% | +3.7% | -2.1% |
| 3M | -1.3% | -3.2% | +1.9% | -0.9% |
| 6M | -9.7% | +1.1% | -10.8% | -10.5% |
| YTD | +2.9% | +15.6% | -12.7% | -1.2% |
| 1Y | +4.4% | +9.2% | -4.8% | +1.3% |
| 3Y | +22.2% | +124.4% | -102.2% | -1.3% |
| 5Y | +46.7% | +138.0% | -91.3% | +15.5% |
| 10Y | +155.3% | +886.4% | -731.0% | +46.3% |
| All | +2,340.5% | +16,138.6% | -13,798.1% | +702.8% |
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 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