-78.0%
SE vs TT
+129.2%
-207.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -1.6% |
| 7D | +2.0% | -2.0% | +4.0% | +3.5% |
| 30D | -20.0% | -14.0% | -6.0% | -11.2% |
| 3M | -31.8% | -15.9% | -15.9% | -23.2% |
| 6M | -15.9% | -17.3% | +1.4% | -6.0% |
| YTD | -40.6% | +4.0% | -44.6% | -46.0% |
| 1Y | -50.7% | -7.1% | -43.6% | -50.5% |
| 3Y | +70.3% | +90.2% | -19.9% | -18.7% |
| All | -78.0% | +129.2% | -207.2% | -93.0% |
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