+52.3%
GM vs TT
+10.3%
+42.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | -1.6% | -7.4% | +5.8% | +1.1% |
| 3M | +5.7% | -3.2% | +8.9% | +6.6% |
| 6M | +12.2% | +1.1% | +11.0% | +10.8% |
| YTD | +8.4% | +15.6% | -7.2% | +1.7% |
| 1Y | +52.3% | +9.2% | +43.1% | +46.3% |
| All | +52.3% | +10.3% | +42.0% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling