+47.9%
SO vs TT
+89.7%
-41.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.1% |
| 7D | -1.5% | -2.0% | +0.5% | -1.4% |
| 30D | +8.1% | -14.0% | +22.1% | +8.3% |
| 3M | +0.2% | -15.9% | +16.1% | +0.4% |
| 6M | +0.4% | -17.3% | +17.7% | +0.6% |
| YTD | +8.5% | +4.0% | +4.5% | +8.0% |
| 1Y | +4.9% | -7.1% | +12.1% | +4.7% |
| 3Y | +47.9% | +90.2% | -42.3% | +41.4% |
| All | +47.9% | +89.7% | -41.8% | +41.4% |
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 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