+57.8%
T vs TT
+134.4%
-76.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | +8.1% | -6.4% | +1.2% |
| 30D | -2.9% | -11.3% | +8.4% | -2.3% |
| 3M | -7.5% | -11.2% | +3.7% | -7.0% |
| 6M | -9.9% | -8.9% | -1.0% | -9.7% |
| YTD | -6.4% | +9.7% | -16.2% | -8.2% |
| 1Y | -9.4% | +1.3% | -10.7% | -10.4% |
| 3Y | +64.9% | +93.4% | -28.5% | +45.4% |
| All | +57.8% | +134.4% | -76.5% | +20.8% |
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