+322.4%
NET vs TT
+93.8%
+228.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.9% |
| 7D | -16.4% | -8.5% | -7.9% | -13.0% |
| 30D | -25.8% | -12.8% | -13.0% | -21.3% |
| 3M | -11.5% | -12.9% | +1.3% | -6.3% |
| 6M | +18.9% | -15.2% | +34.2% | +26.4% |
| YTD | +35.2% | +6.2% | +29.0% | +25.5% |
| 1Y | +14.5% | -4.5% | +19.0% | +13.3% |
| All | +322.4% | +93.8% | +228.6% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling