+2,451.3%
EXC vs TT
+14,465.8%
-12,014.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.5% |
| 7D | -1.2% | -2.0% | +0.8% | -0.8% |
| 30D | +10.0% | -14.0% | +24.0% | +13.3% |
| 3M | +1.6% | -15.9% | +17.5% | +5.1% |
| 6M | +3.3% | -17.3% | +20.6% | +6.9% |
| YTD | +7.6% | +4.0% | +3.6% | +5.3% |
| 1Y | +3.5% | -7.1% | +10.6% | +3.8% |
| 3Y | +27.7% | +90.2% | -62.6% | +6.9% |
| 5Y | +41.1% | +131.1% | -90.0% | +11.4% |
| 10Y | +178.2% | +777.7% | -599.5% | +63.0% |
| All | +2,451.3% | +14,465.8% | -12,014.6% | +756.5% |
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