+1,449.6%
NET vs TT
+411.1%
+1,038.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -7.0% | -0.2% | -6.7% | -6.8% |
| 30D | -4.8% | -7.4% | +2.6% | -1.2% |
| 3M | +3.8% | -3.2% | +7.0% | +4.5% |
| 6M | +50.0% | +1.1% | +48.9% | +46.1% |
| YTD | +41.5% | +15.6% | +25.9% | +27.6% |
| 1Y | +32.8% | +9.2% | +23.7% | +23.4% |
| 3Y | +335.9% | +124.4% | +211.5% | +170.1% |
| 5Y | +113.8% | +138.0% | -24.2% | +17.8% |
| All | +1,449.6% | +411.1% | +1,038.4% | +767.9% |
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