+615.0%
F vs TT
+16,138.6%
-15,523.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.2% |
| 7D | +5.3% | -0.2% | +5.6% | +5.5% |
| 30D | +4.6% | -7.4% | +12.0% | +8.6% |
| 3M | -3.7% | -3.2% | -0.5% | -2.7% |
| 6M | +16.8% | +1.1% | +15.7% | +15.1% |
| YTD | +15.3% | +15.6% | -0.3% | +5.7% |
| 1Y | +31.0% | +9.2% | +21.8% | +23.4% |
| 3Y | +45.4% | +124.4% | -78.9% | -7.5% |
| 5Y | +54.7% | +138.0% | -83.3% | -5.0% |
| 10Y | +98.2% | +886.4% | -788.2% | -40.1% |
| All | +615.0% | +16,138.6% | -15,523.6% | -41.2% |
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