+48.4%
IR vs TT
+140.2%
-91.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.7% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -15.1% | -7.2% | -8.0% | -10.8% |
| 3M | +6.1% | -3.0% | +9.0% | +7.7% |
| 6M | -16.8% | +1.4% | -18.2% | -18.1% |
| YTD | -3.5% | +15.9% | -19.4% | -13.4% |
| 1Y | -3.5% | +9.4% | -12.9% | -10.3% |
| 3Y | +9.5% | +124.4% | -114.9% | -41.3% |
| All | +48.4% | +140.2% | -91.8% | -31.1% |
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