+643.2%
GEV vs TT
+51.5%
+591.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.5% |
| 7D | +8.1% | +1.6% | +6.5% | +6.4% |
| 30D | -1.9% | -7.3% | +5.4% | +6.0% |
| 3M | +4.1% | -2.6% | +6.7% | +7.1% |
| 6M | +23.2% | +5.9% | +17.3% | +16.3% |
| YTD | +48.9% | +15.4% | +33.5% | +27.4% |
| 1Y | +62.2% | +8.2% | +53.9% | +48.4% |
| All | +643.2% | +51.5% | +591.7% | +453.4% |
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