+160.1%
PM vs TT
+137.2%
+23.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -7.1% | +3.5% | -10.6% | -7.4% |
| 30D | -2.8% | -11.0% | +8.2% | -1.8% |
| 3M | +6.3% | -12.0% | +18.4% | +7.5% |
| 6M | +9.6% | -10.4% | +20.1% | +10.4% |
| YTD | +25.6% | +9.9% | +15.7% | +23.2% |
| 1Y | +29.7% | +1.5% | +28.2% | +28.4% |
| 3Y | +147.6% | +93.7% | +53.8% | +112.4% |
| 5Y | +160.1% | +139.2% | +20.9% | +96.7% |
| All | +160.1% | +137.2% | +23.0% | +96.7% |
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 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