-26.0%
NOW vs TT
+128.8%
-154.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -4.2% |
| 7D | -6.7% | -9.0% | +2.3% | -3.0% |
| 30D | -25.8% | -17.6% | -8.2% | -19.7% |
| 3M | -12.7% | -18.7% | +6.0% | -5.3% |
| 6M | +11.2% | -17.4% | +28.7% | +17.7% |
| YTD | -33.2% | +1.5% | -34.7% | -38.9% |
| 1Y | -41.8% | -9.4% | -32.4% | -42.9% |
| 3Y | -15.7% | +85.1% | -100.7% | -52.5% |
| 5Y | -26.0% | +125.7% | -151.8% | -68.2% |
| All | -26.0% | +128.8% | -154.8% | -68.2% |
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