+627.7%
GEV vs TT
+50.9%
+576.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +3.2% | +1.4% | +1.7% | +1.7% |
| 30D | -4.0% | -6.7% | +2.6% | +3.0% |
| 3M | +3.4% | -5.4% | +8.8% | +9.8% |
| 6M | +14.7% | +4.4% | +10.3% | +9.9% |
| YTD | +45.8% | +14.9% | +30.9% | +25.3% |
| 1Y | +57.4% | +9.3% | +48.1% | +42.5% |
| All | +627.7% | +50.9% | +576.8% | +444.1% |
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