-54.0%
TE vs TT
-2.5%
-51.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.7% |
| 7D | -26.9% | +0.8% | -27.7% | -27.1% |
| 30D | -38.9% | -11.8% | -27.2% | -32.4% |
| 3M | -61.0% | -11.6% | -49.4% | -56.9% |
| 6M | -66.4% | -9.3% | -57.1% | -62.9% |
| YTD | -69.0% | +8.9% | -77.9% | -67.7% |
| 1Y | -54.0% | -2.2% | -51.8% | -47.0% |
| All | -54.0% | -2.5% | -51.5% | -47.0% |
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