+365.1%
SE vs TT
+530.0%
-164.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.3% | -3.0% |
| 7D | -1.2% | -9.0% | +7.8% | +4.7% |
| 30D | -21.7% | -17.6% | -4.0% | -12.1% |
| 3M | -34.2% | -18.7% | -15.5% | -25.7% |
| 6M | -10.5% | -17.4% | +6.9% | -1.4% |
| YTD | -40.7% | +1.5% | -42.3% | -43.7% |
| 1Y | -52.1% | -9.4% | -42.7% | -50.8% |
| 3Y | +68.9% | +85.1% | -16.2% | +5.3% |
| 5Y | -78.9% | +125.7% | -204.6% | -88.8% |
| All | +365.1% | +530.0% | -164.9% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling