+620.7%
GEV vs TT
+52.2%
+568.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.9% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -7.5% | -7.2% | -0.3% | -0.1% |
| 3M | -2.2% | -3.0% | +0.8% | +1.1% |
| 6M | +12.1% | +1.4% | +10.7% | +10.7% |
| YTD | +44.4% | +15.9% | +28.5% | +23.0% |
| 1Y | +57.7% | +9.4% | +48.2% | +42.6% |
| All | +620.7% | +52.2% | +568.5% | +434.4% |
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 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