+42.6%
GEV vs TT
+0.9%
+41.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +6.2% | +8.1% | -1.8% | -1.7% |
| 30D | -18.4% | -11.3% | -7.1% | -7.8% |
| 3M | -21.2% | -11.2% | -10.1% | -11.0% |
| 6M | -23.6% | -8.9% | -14.7% | -15.0% |
| YTD | +25.5% | +9.7% | +15.8% | +20.0% |
| 1Y | +42.6% | +1.3% | +41.3% | +50.7% |
| All | +42.6% | +0.9% | +41.7% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling