+27.6%
IR vs TT
+89.7%
-62.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | 0.0% |
| 7D | +3.7% | -2.0% | +5.7% | +4.9% |
| 30D | +7.4% | -14.0% | +21.5% | +17.3% |
| 3M | -5.9% | -15.9% | +9.9% | +4.0% |
| 6M | +5.6% | -17.3% | +22.9% | +17.4% |
| YTD | +4.8% | +4.0% | +0.9% | +1.3% |
| 1Y | +6.9% | -7.1% | +14.1% | +10.4% |
| 3Y | +27.6% | +90.2% | -62.7% | -16.2% |
| All | +27.6% | +89.7% | -62.2% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling