+8,419.6%
FIX vs TT
+5,156.0%
+3,263.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.7% | -13.4% | -14.2% |
| 7D | -18.9% | -8.5% | -10.4% | -14.8% |
| 30D | -36.3% | -12.8% | -23.5% | -31.2% |
| 3M | -38.5% | -12.9% | -25.6% | -33.5% |
| 6M | -42.3% | -15.2% | -27.0% | -36.3% |
| YTD | +17.1% | +6.2% | +10.9% | +15.7% |
| 1Y | +14.4% | -4.5% | +18.9% | +19.7% |
| 3Y | +486.7% | +93.6% | +393.1% | +349.0% |
| 5Y | +1,083.7% | +141.1% | +942.7% | +709.9% |
| 10Y | +3,932.4% | +796.8% | +3,135.7% | +1,441.6% |
| All | +8,419.6% | +5,156.0% | +3,263.6% | +1,345.7% |
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