+53.4%
T vs TT
+129.2%
-75.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.0% |
| 7D | +1.0% | -2.0% | +3.0% | +1.1% |
| 30D | -10.6% | -14.0% | +3.4% | -10.0% |
| 3M | -7.7% | -15.9% | +8.1% | -6.9% |
| 6M | -13.3% | -17.3% | +4.0% | -12.5% |
| YTD | -8.8% | +4.0% | -12.7% | -10.2% |
| 1Y | -8.4% | -7.1% | -1.3% | -8.8% |
| 3Y | +59.6% | +90.2% | -30.6% | +40.3% |
| All | +53.4% | +129.2% | -75.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling