-9.3%
T vs TT
+0.4%
-9.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -1.8% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +11.4% | -7.2% | +18.5% | +10.1% |
| 3M | +14.3% | -3.0% | +17.3% | +13.5% |
| 6M | -9.3% | +1.4% | -10.6% | -8.6% |
| All | -9.3% | +0.4% | -9.7% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling