+44.5%
F vs TT
+85.3%
-40.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.4% |
| 7D | +1.4% | -9.0% | +10.3% | +4.7% |
| 30D | +2.0% | -17.6% | +19.7% | +9.0% |
| 3M | -10.4% | -18.7% | +8.3% | -3.8% |
| 6M | +9.7% | -17.4% | +27.1% | +16.5% |
| YTD | -1.2% | +1.5% | -2.7% | -3.8% |
| 1Y | 0.0% | -9.4% | +9.4% | +1.9% |
| All | +44.5% | +85.3% | -40.8% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling