-21.4%
NOW vs TT
+10.6%
-32.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.5% |
| 30D | +20.5% | -7.2% | +27.7% | +15.8% |
| 3M | +18.3% | -3.0% | +21.3% | +16.7% |
| 6M | +24.1% | +1.4% | +22.7% | +25.2% |
| YTD | -7.8% | +15.9% | -23.7% | -4.3% |
| 1Y | -21.4% | +9.4% | -30.8% | -16.4% |
| All | -21.4% | +10.6% | -32.0% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling