+63.7%
SE vs TT
+91.4%
-27.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.8% |
| 7D | -0.5% | +4.0% | -4.5% | -2.4% |
| 30D | -20.9% | -11.3% | -9.6% | -16.7% |
| 3M | -38.9% | -12.3% | -26.6% | -35.4% |
| 6M | -19.4% | -10.8% | -8.6% | -16.4% |
| YTD | -40.9% | +8.2% | -49.1% | -45.7% |
| 1Y | -46.2% | +1.5% | -47.7% | -48.5% |
| 3Y | +63.7% | +91.5% | -27.8% | +83.1% |
| All | +63.7% | +91.4% | -27.7% | +83.1% |
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