+2,502.2%
EXC vs TT
+14,127.6%
-11,625.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.6% |
| 7D | +1.4% | -9.0% | +10.3% | +3.3% |
| 30D | +11.6% | -17.6% | +29.3% | +16.1% |
| 3M | +2.7% | -18.7% | +21.3% | +7.0% |
| 6M | +2.7% | -17.4% | +20.1% | +6.3% |
| YTD | +9.7% | +1.5% | +8.2% | +8.0% |
| 1Y | +4.5% | -9.4% | +13.9% | +5.4% |
| 3Y | +28.5% | +85.1% | -56.6% | +8.2% |
| 5Y | +43.9% | +125.7% | -81.8% | +14.2% |
| 10Y | +183.7% | +757.3% | -573.6% | +67.1% |
| All | +2,502.2% | +14,127.6% | -11,625.4% | +778.1% |
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