+420.4%
FIX vs TT
+85.3%
+335.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.4% | -7.2% | -6.2% |
| 7D | -27.2% | -9.0% | -18.3% | -17.8% |
| 30D | -46.9% | -17.6% | -29.3% | -32.3% |
| 3M | -44.4% | -18.7% | -25.8% | -28.0% |
| 6M | -50.9% | -17.4% | -33.5% | -37.2% |
| YTD | +3.5% | +1.5% | +2.0% | +3.2% |
| 1Y | -2.1% | -9.4% | +7.3% | +12.5% |
| All | +420.4% | +85.3% | +335.1% | +194.1% |
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