+78.7%
SO vs TT
+137.2%
-58.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +0.8% | +3.5% | -2.7% | +0.4% |
| 30D | +7.8% | -11.0% | +18.9% | +9.1% |
| 3M | +2.9% | -12.0% | +14.9% | +4.3% |
| 6M | +2.5% | -10.4% | +12.9% | +3.4% |
| YTD | +10.3% | +9.9% | +0.3% | +7.9% |
| 1Y | +6.4% | +1.5% | +4.9% | +5.2% |
| 3Y | +52.8% | +93.7% | -40.9% | +30.6% |
| 5Y | +78.7% | +139.2% | -60.6% | +36.3% |
| All | +78.7% | +137.2% | -58.5% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling