+20.2%
SGOV vs TT
+437.2%
-416.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +0.3% | -6.7% | +7.0% | +0.3% |
| 3M | +0.9% | -5.4% | +6.4% | +0.9% |
| 6M | +1.8% | +4.4% | -2.5% | +1.8% |
| YTD | +2.5% | +14.9% | -12.4% | +2.5% |
| 1Y | +3.8% | +9.3% | -5.5% | +3.8% |
| 3Y | +14.4% | +121.7% | -107.4% | +14.3% |
| 5Y | +20.2% | +148.2% | -128.0% | +20.1% |
| All | +20.2% | +437.2% | -416.9% | +20.2% |
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