+165.8%
PM vs TT
+129.2%
+36.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.0% |
| 7D | -5.2% | -2.0% | -3.2% | -5.0% |
| 30D | +2.7% | -14.0% | +16.7% | +4.1% |
| 3M | +5.2% | -15.9% | +21.1% | +6.8% |
| 6M | +17.0% | -17.3% | +34.3% | +18.8% |
| YTD | +25.5% | +4.0% | +21.5% | +23.8% |
| 1Y | +35.5% | -7.1% | +42.6% | +35.4% |
| 3Y | +143.9% | +90.2% | +53.7% | +108.6% |
| All | +165.8% | +129.2% | +36.6% | +102.2% |
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