+39,219.9%
LOW vs TT
+14,465.8%
+24,754.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.2% |
| 7D | +7.4% | -2.0% | +9.4% | +8.2% |
| 30D | +24.5% | -14.0% | +38.5% | +31.8% |
| 3M | +3.5% | -15.9% | +19.3% | +10.4% |
| 6M | -2.6% | -17.3% | +14.7% | +4.1% |
| YTD | -4.8% | +4.0% | -8.8% | -8.2% |
| 1Y | -0.8% | -7.1% | +6.3% | +0.2% |
| 3Y | +22.8% | +90.2% | -67.4% | -10.6% |
| 5Y | +5.3% | +131.1% | -125.8% | -30.3% |
| 10Y | +309.5% | +777.7% | -468.2% | +55.2% |
| All | +39,219.9% | +14,465.8% | +24,754.0% | +4,288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling