+66.7%
SNXX vs TT
+4.9%
+61.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.7% | -14.1% | -11.4% |
| 7D | -47.8% | -8.5% | -39.3% | -32.1% |
| 30D | -66.0% | -12.8% | -53.2% | -50.5% |
| 3M | -57.5% | -12.9% | -44.6% | -38.2% |
| 6M | -66.7% | -15.2% | -51.5% | -39.6% |
| All | +66.7% | +4.9% | +61.8% | +147.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling