+254.1%
SPOT vs TT
+86.1%
+168.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -2.2% |
| 7D | +1.6% | -2.0% | +3.6% | +1.9% |
| 30D | +17.6% | -14.0% | +31.6% | +20.0% |
| 3M | +26.9% | -15.9% | +42.8% | +30.2% |
| 6M | +41.8% | -17.3% | +59.1% | +45.2% |
| YTD | +3.8% | +4.0% | -0.1% | -2.8% |
| 1Y | -2.5% | -7.1% | +4.7% | -4.4% |
| All | +254.1% | +86.1% | +168.1% | +150.6% |
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