+1,381.0%
NET vs TT
+368.4%
+1,012.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.8% |
| 7D | -16.4% | -8.5% | -7.9% | -12.5% |
| 30D | -25.8% | -12.8% | -13.0% | -20.6% |
| 3M | -11.5% | -12.9% | +1.3% | -5.5% |
| 6M | +18.9% | -15.2% | +34.2% | +27.4% |
| YTD | +35.2% | +6.2% | +29.0% | +27.0% |
| 1Y | +14.5% | -4.5% | +19.0% | +13.9% |
| 3Y | +313.8% | +93.6% | +220.2% | +177.1% |
| 5Y | +32.6% | +141.1% | -108.5% | -24.4% |
| All | +1,381.0% | +368.4% | +1,012.6% | +765.2% |
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 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