+65.5%
T vs TT
+94.2%
-28.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.6% | +8.1% | -6.4% | +2.1% |
| 30D | -2.9% | -11.3% | +8.4% | -3.4% |
| 3M | -7.5% | -11.2% | +3.7% | -7.9% |
| 6M | -9.9% | -8.9% | -1.0% | -10.3% |
| YTD | -6.4% | +9.7% | -16.2% | -7.0% |
| 1Y | -9.4% | +1.3% | -10.7% | -10.0% |
| All | +65.5% | +94.2% | -28.7% | +64.4% |
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