-16.0%
NOW vs TT
+85.3%
-101.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -5.4% |
| 7D | -6.7% | -9.0% | +2.3% | -5.6% |
| 30D | -25.8% | -17.6% | -8.2% | -24.4% |
| 3M | -12.7% | -18.7% | +6.0% | -10.8% |
| 6M | +11.2% | -17.4% | +28.7% | +12.7% |
| YTD | -33.2% | +1.5% | -34.7% | -37.9% |
| 1Y | -41.8% | -9.4% | -32.4% | -43.0% |
| All | -16.0% | +85.3% | -101.3% | -44.7% |
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