+5.6%
IR vs TT
-16.5%
+22.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.2% |
| 7D | +3.7% | -2.0% | +5.7% | +4.7% |
| 30D | +7.4% | -14.0% | +21.5% | +15.7% |
| 3M | -5.9% | -15.9% | +9.9% | +2.4% |
| 6M | +5.6% | -17.3% | +22.9% | +13.8% |
| All | +5.6% | -16.5% | +22.1% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling