-48.8%
SE vs TT
-6.5%
-42.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.1% | +4.8% |
| 7D | +6.7% | -8.5% | +15.1% | +8.6% |
| 30D | -17.2% | -12.8% | -4.4% | -14.9% |
| 3M | -28.0% | -12.9% | -15.2% | -25.9% |
| 6M | -6.1% | -15.2% | +9.1% | -3.3% |
| YTD | -37.1% | +6.2% | -43.4% | -39.7% |
| 1Y | -48.8% | -4.5% | -44.2% | -44.2% |
| All | -48.8% | -6.5% | -42.3% | -44.2% |
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 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