-78.2%
SE vs TT
+136.9%
-215.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -1.5% | +8.1% | -9.5% | -6.9% |
| 30D | -22.3% | -11.3% | -11.0% | -15.8% |
| 3M | -41.8% | -11.2% | -30.7% | -37.2% |
| 6M | -22.4% | -8.9% | -13.5% | -19.2% |
| YTD | -41.6% | +9.7% | -51.3% | -49.0% |
| 1Y | -48.0% | +1.3% | -49.3% | -51.3% |
| 3Y | +63.9% | +93.4% | -29.5% | -21.9% |
| 5Y | -78.2% | +133.5% | -211.7% | -93.3% |
| All | -78.2% | +136.9% | -215.0% | -93.3% |
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 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