+60.7%
SE vs TT
+94.5%
-33.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.6% | -4.1% |
| 7D | -7.7% | +3.5% | -11.2% | -9.2% |
| 30D | -22.8% | -11.0% | -11.8% | -18.8% |
| 3M | -43.7% | -12.0% | -31.7% | -40.5% |
| 6M | -12.8% | -10.4% | -2.4% | -9.7% |
| YTD | -42.0% | +9.9% | -51.9% | -47.1% |
| 1Y | -48.0% | +1.5% | -49.5% | -50.1% |
| All | +60.7% | +94.5% | -33.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling