+32.6%
NET vs TT
+143.4%
-110.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.3% |
| 7D | -16.4% | -8.5% | -7.9% | -10.4% |
| 30D | -25.8% | -12.8% | -13.0% | -17.7% |
| 3M | -11.5% | -12.9% | +1.3% | -2.3% |
| 6M | +18.9% | -15.2% | +34.2% | +31.6% |
| YTD | +35.2% | +6.2% | +29.0% | +19.9% |
| 1Y | +14.5% | -4.5% | +19.0% | +11.8% |
| 3Y | +313.8% | +93.6% | +220.2% | +75.0% |
| 5Y | +32.6% | +141.1% | -108.5% | -64.2% |
| All | +32.6% | +143.4% | -110.8% | -64.2% |
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