+6,337.0%
SO vs TT
+14,127.6%
-7,790.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.9% |
| 7D | +0.4% | -9.0% | +9.3% | +1.7% |
| 30D | +9.2% | -17.6% | +26.9% | +12.2% |
| 3M | +1.1% | -18.7% | +19.7% | +4.0% |
| 6M | -1.1% | -17.4% | +16.4% | +1.3% |
| YTD | +9.7% | +1.5% | +8.1% | +8.6% |
| 1Y | +5.5% | -9.4% | +14.9% | +6.2% |
| 3Y | +47.0% | +85.1% | -38.0% | +31.3% |
| 5Y | +77.6% | +125.7% | -48.2% | +52.3% |
| 10Y | +181.0% | +757.3% | -576.3% | +98.2% |
| All | +6,337.0% | +14,127.6% | -7,790.5% | +2,767.2% |
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