+35,474.8%
LOW vs TT
+16,138.6%
+19,336.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.9% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -7.0% | -7.2% | +0.1% | -4.1% |
| 3M | -0.9% | -3.0% | +2.1% | -0.1% |
| 6M | -20.1% | +1.4% | -21.4% | -21.1% |
| YTD | -13.9% | +15.9% | -29.8% | -20.0% |
| 1Y | -21.1% | +9.4% | -30.6% | -25.3% |
| 3Y | -6.6% | +124.4% | -131.0% | -36.5% |
| 5Y | +9.4% | +138.0% | -128.7% | -28.1% |
| 10Y | +220.5% | +886.4% | -665.9% | +16.3% |
| All | +35,474.8% | +16,138.6% | +19,336.2% | +3,721.9% |
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