+10.7%
O vs TT
+129.2%
-118.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.2% |
| 7D | +3.7% | -2.0% | +5.7% | +4.0% |
| 30D | +11.2% | -14.0% | +25.2% | +13.9% |
| 3M | -4.0% | -15.9% | +11.9% | -1.3% |
| 6M | -5.2% | -17.3% | +12.1% | -2.6% |
| YTD | +9.5% | +4.0% | +5.5% | +7.0% |
| 1Y | +10.6% | -7.1% | +17.7% | +10.7% |
| 3Y | +38.1% | +90.2% | -52.1% | +10.3% |
| All | +10.7% | +129.2% | -118.6% | -21.6% |
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