+122.3%
SLV vs TT
+89.7%
+32.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.8% |
| 7D | +5.1% | -2.0% | +7.1% | +5.6% |
| 30D | -12.9% | -14.0% | +1.1% | -9.0% |
| 3M | -16.1% | -15.9% | -0.2% | -11.8% |
| 6M | -33.2% | -17.3% | -15.8% | -29.6% |
| YTD | -27.2% | +4.0% | -31.2% | -26.3% |
| 1Y | +7.6% | -7.1% | +14.7% | +10.6% |
| 3Y | +122.3% | +90.2% | +32.1% | +123.0% |
| All | +122.3% | +89.7% | +32.6% | +123.0% |
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 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