+59.6%
T vs TT
+89.7%
-30.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.7% |
| 7D | +1.0% | -2.0% | +3.0% | +0.9% |
| 30D | -10.6% | -14.0% | +3.4% | -11.2% |
| 3M | -7.7% | -15.9% | +8.1% | -8.4% |
| 6M | -13.3% | -17.3% | +4.0% | -13.9% |
| YTD | -8.8% | +4.0% | -12.7% | -9.6% |
| 1Y | -8.4% | -7.1% | -1.3% | -9.2% |
| 3Y | +59.6% | +90.2% | -30.6% | +56.3% |
| All | +59.6% | +89.7% | -30.1% | +56.3% |
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 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