-17.2%
F vs TT
+131.0%
-148.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | -3.1% | +4.0% | -7.1% | -5.0% |
| 30D | 0.0% | -11.3% | +11.3% | +5.6% |
| 3M | -13.2% | -12.3% | -0.9% | -8.0% |
| 6M | -10.2% | -10.8% | +0.6% | -6.2% |
| YTD | -4.9% | +8.2% | -13.1% | -11.4% |
| 1Y | -6.1% | +1.5% | -7.6% | -9.4% |
| 3Y | +46.0% | +91.5% | -45.5% | -10.4% |
| All | -17.2% | +131.0% | -148.3% | -62.5% |
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 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