-25.8%
TE vs TT
-6.5%
-19.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -2.2% |
| 7D | +3.8% | -8.5% | +12.3% | +11.2% |
| 30D | -26.2% | -12.8% | -13.4% | -17.9% |
| 3M | -49.7% | -12.9% | -36.9% | -43.9% |
| 6M | -46.5% | -15.2% | -31.2% | -38.6% |
| YTD | -59.1% | +6.2% | -65.3% | -56.7% |
| 1Y | -25.8% | -4.5% | -21.3% | -10.2% |
| All | -25.8% | -6.5% | -19.3% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling