+44.9%
IR vs TT
+131.0%
-86.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.7% |
| 7D | +2.5% | +4.0% | -1.5% | -0.1% |
| 30D | +9.2% | -11.3% | +20.5% | +17.7% |
| 3M | +0.9% | -12.3% | +13.2% | +9.6% |
| 6M | +19.2% | -10.8% | +30.1% | +27.4% |
| YTD | +7.5% | +8.2% | -0.7% | +0.5% |
| 1Y | +11.7% | +1.5% | +10.3% | +9.0% |
| 3Y | +23.9% | +91.5% | -67.6% | -25.9% |
| All | +44.9% | +131.0% | -86.1% | -31.2% |
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 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