+852.8%
PM vs TT
+1,925.3%
-1,072.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -3.5% |
| 7D | -3.4% | -9.0% | +5.6% | -1.0% |
| 30D | +5.8% | -17.6% | +23.5% | +11.0% |
| 3M | +6.7% | -18.7% | +25.3% | +12.1% |
| 6M | +19.9% | -17.4% | +37.3% | +24.9% |
| YTD | +27.8% | +1.5% | +26.3% | +25.3% |
| 1Y | +39.4% | -9.4% | +48.8% | +40.8% |
| 3Y | +146.9% | +85.1% | +61.8% | +98.4% |
| 5Y | +166.6% | +125.7% | +40.9% | +97.9% |
| 10Y | +242.1% | +757.3% | -515.3% | +70.1% |
| All | +852.8% | +1,925.3% | -1,072.5% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling