+526.6%
GEV vs TT
+44.1%
+482.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +6.2% | +8.1% | -1.8% | -2.0% |
| 30D | -18.4% | -11.3% | -7.1% | -7.2% |
| 3M | -21.2% | -11.2% | -10.1% | -10.3% |
| 6M | -23.6% | -8.9% | -14.7% | -15.0% |
| YTD | +25.5% | +9.7% | +15.8% | +14.1% |
| 1Y | +42.6% | +1.3% | +41.3% | +41.8% |
| All | +526.6% | +44.1% | +482.6% | +395.4% |
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