+2,105.4%
FIX vs TT
+140.2%
+1,965.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.3% |
| 7D | +6.0% | -0.2% | +6.3% | +6.2% |
| 30D | -7.2% | -7.4% | +0.1% | -0.2% |
| 3M | -15.9% | -3.2% | -12.6% | -12.6% |
| 6M | +12.7% | +1.1% | +11.6% | +13.1% |
| YTD | +72.8% | +15.6% | +57.2% | +52.7% |
| 1Y | +122.9% | +9.2% | +113.7% | +108.3% |
| 3Y | +774.3% | +124.4% | +649.9% | +394.4% |
| All | +2,105.4% | +140.2% | +1,965.3% | +1,025.2% |
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 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