-60.5%
SPCH vs TT
-9.9%
-50.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.7% | +7.3% | +6.1% |
| 7D | +6.2% | +1.7% | +4.4% | +4.7% |
| 30D | -28.1% | -11.8% | -16.3% | -20.8% |
| 3M | -0.5% | -12.6% | +12.1% | +6.1% |
| All | -60.5% | -9.9% | -50.6% | -58.2% |
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 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 · Available span rolling