+518.8%
GEV vs TT
+44.3%
+474.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.4% |
| 7D | -3.0% | +3.5% | -6.5% | -6.2% |
| 30D | -18.9% | -11.0% | -7.8% | -7.9% |
| 3M | -20.1% | -12.0% | -8.1% | -8.1% |
| 6M | -24.6% | -10.4% | -14.2% | -14.8% |
| YTD | +24.0% | +9.9% | +14.0% | +12.4% |
| 1Y | +40.6% | +1.5% | +39.2% | +39.5% |
| All | +518.8% | +44.3% | +474.4% | +388.3% |
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