+11.4%
O vs TT
-2.5%
+13.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.5% | +0.8% | +2.7% | +3.5% |
| 30D | +10.4% | -11.8% | +22.2% | +10.7% |
| 3M | -2.4% | -11.6% | +9.1% | -2.2% |
| 6M | -1.2% | -9.3% | +8.1% | -1.5% |
| YTD | +10.4% | +8.9% | +1.5% | +8.9% |
| 1Y | +11.4% | -2.2% | +13.7% | +10.7% |
| All | +11.4% | -2.5% | +13.9% | +10.7% |
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 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